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研究生: 彭逸維
Yi - Wei peng
論文名稱: 混合類別伽瑪迴歸模型的估計 – EM演算法與FCML演算法的比較
Mixture Gamma regression models - EM algorithm and FCML algorithm to compare
指導教授: 張延彰
口試委員:
學位類別: 碩士
Master
系所名稱: 南大校區系所調整院務中心 - 應用數學系所
應用數學系所(English)
論文出版年: 2009
畢業學年度: 97
語文別: 中文
論文頁數: 24
中文關鍵詞: 潛在類別模型模糊類別模型伽瑪迴歸分析
外文關鍵詞: Latent class model, Fuzzy class model, Gamma regression analysis
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  • 本文中,主要是比較模糊類別最大概似法(fuzzy classification maximum likelihood,簡稱FCML)和EM演算法對伽瑪迴歸模型參數估計的準確性及效率。透過數值模擬的結果,FCML演算法僅在某些特定條件下有較好的結果,整體而言,兩種演算法各有優劣。


    In this paper, we propose a approach called a fuzzy class model for Gamma regression, in the analysis of count data. On the basis of fuzzy classification maximum likelihood (FCML) procedures we be used an FCML algorithm for fuzzy class Gamma regression models. Traditionally, the EM algorithm had been used for latent class regression models. Thus, the accuracy and effectiveness of EM and FCML algorithms for estimating the parameters are compared. The results show that the proposed FCML algorithm and EM algorithm have advantages and disadvantages to regression analysis for count data.

    第一章 簡介……………………………………………1 第二章 EM演算法潛在類別伽瑪迴歸分析……………2 第三章 FCML演算法模糊分類伽瑪迴歸分析…………8 第四章 模擬研究………………………………………13 第五章 結論……………………………………………18 參考文獻………………………………………………19

    [1] J.C.Bezdek (1981) Pattern recognition with fuzzy objective function algorithms. Plenum , New York

    [2] A.P.Dempster, N.M.Laird, D.B.Rubin (1977) Maximum likelihood from
    incomplete data via the EM algorithm (with discussion). J R Stat Soc B 39:1-38

    [3] M.S.Yang (1993) A survey of fuzzy clustering. Math Comput Model 18: 1-16

    [4] M.S.Yang (1993) On a class of fuzzy classification maximum likelihood
    procedures. Fuzzy Sets Syst 57: 365-375

    [5] M.S.Yang, C.Y.Lai (2005) Mixture Poisson regression models for
    heterogeneous count data based on latent and fuzzy class analysis. Soft Comput 9:
    519-524

    [6] L.A.Zadeh (1965) Fuzzy sets. Information Control 8: 338-353

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