Approximations of conditional probability density functions in Lebesgue spaces via mixture of experts models

Abstract Mixture of experts (MoE) models are widely applied for conditional probability density estimation problems. We demonstrate the richness of the class of MoE models by proving denseness results in Lebesgue spaces, when inputs and outputs variables are both compactly supported. We further prov...

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Bibliographic Details
Main Authors: Hien Duy Nguyen, TrungTin Nguyen, Faicel Chamroukhi, Geoffrey John McLachlan
Format: Article
Language:English
Published: SpringerOpen 2021-08-01
Series:Journal of Statistical Distributions and Applications
Subjects:
Online Access:https://doi.org/10.1186/s40488-021-00125-0