Mixtures of Hidden Truncation Hyperbolic Factor Analyzers
Methodology
2018-10-30 v2 Computation
Abstract
The mixture of factor analyzers model was first introduced over 20 years ago and, in the meantime, has been extended to several non-Gaussian analogues. In general, these analogues account for situations with heavy tailed and/or skewed clusters. An approach is introduced that unifies many of these approaches into one very general model: the mixture of hidden truncation hyperbolic factor analyzers (MHTHFA) model. In the process of doing this, a hidden truncation hyperbolic factor analysis model is also introduced. The MHTHFA model is illustrated for clustering as well as semi-supervised classification using two real datasets.
Cite
@article{arxiv.1711.01504,
title = {Mixtures of Hidden Truncation Hyperbolic Factor Analyzers},
author = {Paula M. Murray and Ryan P. Browne and Paul D. McNicholas},
journal= {arXiv preprint arXiv:1711.01504},
year = {2018}
}