EM for zero-inflated negative binomial regression

ID: em-for-zero-inflated-negative-binomial-regression

For known size and , the expectation-maximization algorithm gives structural-zero responsibility for positive counts and for zero counts. This is Bayes theorem. Maximizing the expected complete-data log-likelihood gives and a weighted negative binomial regression with weights . The objective separates into a Bernoulli mixing term and a weighted count term, which proves the update.

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