Neural Comput - On convergence rates of mixtures of polynomial experts.

Tópicos

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{ error(1145) method(1030) estim(1020) }
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{ time(1939) patient(1703) rate(768) }
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{ can(981) present(881) function(850) }
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Resumo

In this letter, we consider a mixture-of-experts structure where m experts are mixed, with each expert being related to a polynomial regression model of order k. We study the convergence rate of the maximum likelihood estimator in terms of how fast the Hellinger distance of the estimated density converges to the true density, when the sample size n increases. The convergence rate is found to be dependent on both m and k, while certain choices of m and k are found to produce near-optimal convergence rates.

Resumo Limpo

letter consid mixtureofexpert structur m expert mix expert relat polynomi regress model order k studi converg rate maximum likelihood estim term fast helling distanc estim densiti converg true densiti sampl size n increas converg rate found depend m k certain choic m k found produc nearoptim converg rate

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