Robust Model-Based Clustering
Methodology
2021-06-09 v3 Statistics Theory
Computation
Statistics Theory
Abstract
We propose a new class of robust and Fisher-consistent estimators for mixture models. These estimators can be used to construct robust model-based clustering procedures. We study in detail the case of multivariate normal mixtures and propose a procedure that uses S estimators of multivariate location and scatter. We develop an algorithm to compute the estimators and to build the clusters which is quite similar to the EM algorithm. An extensive Monte Carlo simulation study shows that our proposal compares favorably with other robust and non robust model-based clustering procedures. We apply ours and alternative procedures to a real data set and again find that the best results are obtained using our proposal.
Cite
@article{arxiv.2102.06851,
title = {Robust Model-Based Clustering},
author = {Juan D. Gonzalez and Ricardo Maronna and Victor J. Yohai and Ruben H. Zamar},
journal= {arXiv preprint arXiv:2102.06851},
year = {2021}
}