Mixtures of Experts Models

TL;DR

Mixtures of experts models are flexible tools that incorporate covariates into mixture models, enabling diverse analytical applications such as clustering and capturing heterogeneity in data.

Contribution

This chapter clarifies the mixture of experts framework and demonstrates its utility and flexibility as an analytical tool.

Findings

Effective for clustering observations

Captures parameter heterogeneity in data

Flexible framework for various analyses

Abstract

Mixtures of experts models provide a framework in which covariates may be included in mixture models. This is achieved by modelling the parameters of the mixture model as functions of the concomitant covariates. Given their mixture model foundation, mixtures of experts models possess a diverse range of analytic uses, from clustering observations to capturing parameter heterogeneity in cross-sectional data. This chapter focuses on delineating the mixture of experts modelling framework and demonstrates the utility and flexibility of mixtures of experts models as an analytic tool.