Author(s)

Dawei Lang, Wanzhou Ye^*

College of Sciences, Shanghai University, Shanghai, China.

In this paper, we propose a Fast Iteration Method for solving mixture regression problem, which can be treated as a model-based clustering. Compared to the EM algorithm, the proposed method is faster, more flexible and can solve mixture regression problem with different error distributions (i.e. Laplace and t distribution). Extensive numeric experiments show that our proposed method has better performance on randomly simulations and real data.

Mixture Regression Problem, Fast Iteration Method, Model-Based Clustering

Lang, D. and Ye, W. (2015) A Fast Iteration Method for Mixture Regression Problem. Journal of Applied Mathematics and Physics, 3, 1100-1107. doi: 10.4236/jamp.2015.39136.