讲座简介: | We propose an improved algorithm based on parameter estimation of negative binomial distribution. By combining the MM algorithm with non-convex penalty group coordinate descent, we simplify the iterative steps for estimating the mean and dispersion parameters, and provide a continuous path solution for the parameters. Subsequently, we extend the method to the negative binomial multi-threshold model. Using the two-stage method, we transform the multi-threshold problem into a variable selection problem and conduct multi-threshold detection using the improved algorithm. We also focus on the multi-threshold change-plane subgroup model by the two-stage method. Additionally, we provide consistency of the number of thresholds and upper bounds for parameter estimation. |