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000276090 1001_ $$0P:(DE-2719)2812021$$aPerrakis, Konstantinos$$b0
000276090 245__ $$aRegularized Joint Mixture Models
000276090 260__ $$aBrookline, MA$$bMicrotome Publishing$$c2023
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000276090 520__ $$aRegularized regression models are well studied and, under appropriate conditions, offerfast and statistically interpretable results. However, large data in many applications areheterogeneous in the sense of harboring distributional differences between latent groups.Then, the assumption that the conditional distribution of response Y given features X is thesame for all samples may not hold. Furthermore, in scientific applications, the covariancestructure of the features may contain important signals and its learning is also affected bylatent group structure. We propose a class of mixture models for paired data pX, Y q thatcouples together the distribution of X (using sparse graphical models) and the conditionalY | X (using sparse regression models). The regression and graphical models are specificto the latent groups and model parameters are estimated jointly. This allows signals ineither or both of the feature distribution and regression model to inform learning of latentstructure and provides automatic control of confounding by such structure. Estimationis handled via an expectation-maximization algorithm, whose convergence is establishedtheoretically. We illustrate the key ideas via empirical examples. An R package is availableat https://github.com/k-perrakis/regjmix.
000276090 536__ $$0G:(DE-HGF)POF4-354$$a354 - Disease Prevention and Healthy Aging (POF4-354)$$cPOF4-354$$fPOF IV$$x0
000276090 7001_ $$0P:(DE-2719)9001227$$aLartigue, Thomas-Alan-Jean$$b1$$udzne
000276090 7001_ $$0P:(DE-HGF)0$$aDondelinger, Frank$$b2
000276090 7001_ $$0P:(DE-2719)2811372$$aMukherjee, Sach$$b3$$eLast author$$udzne
000276090 773__ $$0PERI:(DE-600)2042762-1$$n19$$p1 - 47$$tJournal of machine learning research$$v24$$x1532-4435$$y2023
000276090 8564_ $$uhttps://jmlr.org/papers/volume24/21-0796/21-0796.pdf
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