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    • An em algorithm for switching regression with three regimes 

      Chen, Dengta; Du, Yajun; 陈灯塔 (IEEE Computer Society, 2012)
      We extend [2]'s switching regression model from two regimes to three regimes, and propose a simple EM algorithm to facilitate the estimation. Monte Carlo simulations show that this EM algorithm is highly efficient. 漏 2012 IEEE.