Cluster-weighted modeling with multiclusters

Cluster-weighted modeling (CWM) was proposed by Gershenfeld (1999) for density estimation in joint input-output space. In the base CWM algorithm there is a single output cluster for each input cluster. We extend the base CWM to the structure in which multiple output clusters are associated with the same input cluster. We call this CWM with multiclusters and illustrate it with an example.