Promoting Variable Effect Consistency in Mixture Cure Model for Credit Scoring

Table 1

ECD algorithm.

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Expectation Coordinate Descent algorithm

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Initialize , , and . Compute and from (9) and (11)

Repeat

 E-step

  Update from (10)

 CD-step

  Update from (14)

  For , update from (15); update from (9)

  Update from (17);

  For , update from (18); update from (11)

Until

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