Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/313158 
Erscheinungsjahr: 
2023
Quellenangabe: 
[Journal:] AStA Advances in Statistical Analysis [ISSN:] 1863-818X [Volume:] 108 [Issue:] 2 [Publisher:] Springer [Place:] Berlin, Heidelberg [Year:] 2023 [Pages:] 351-373
Verlag: 
Springer, Berlin, Heidelberg
Zusammenfassung: 
In this work, we propose an efficient implementation of mixtures of experts distributional regression models which exploits robust estimation by using stochastic first-order optimization techniques with adaptive learning rate schedulers. We take advantage of the flexibility and scalability of neural network software and implement the proposed framework in mixdistreg , an R software package that allows for the definition of mixtures of many different families, estimation in high-dimensional and large sample size settings and robust optimization based on TensorFlow. Numerical experiments with simulated and real-world data applications show that optimization is as reliable as estimation via classical approaches in many different settings and that results may be obtained for complicated scenarios where classical approaches consistently fail.
Schlagwörter: 
Mixture models
Deep learning
Structured additive regression
Neural networks
Persistent Identifier der Erstveröffentlichung: 
Creative-Commons-Lizenz: 
cc-by Logo
Dokumentart: 
Article
Dokumentversion: 
Published Version

Datei(en):
Datei
Größe





Publikationen in EconStor sind urheberrechtlich geschützt.