Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership
Gregor Zens · Advances in Data Analysis and Classification · 2019
A method for implicit variable selection in mixture-of-experts frameworks is proposed. We introduce a prior structure where information is taken from a set of independent covariates. Robust class membership predictors are identified using a normal gamma prior. The resulting model setup is used in a finite mixture of Bernoulli distributions to find homogenous clusters of women in Mozambique based on their information sources on HIV. Fully Bayesian inference is carried out via the implementation of a Gibbs sampler.