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We introduce a mixture of generalized hyperbolic distributions as an alternative to the ubiquitous mixture of Gaussian distributions as well as their near relatives of which the mixture of multivariate t and skew-t distributions are…

Methodology · Statistics 2017-10-09 Ryan P. Browne , Paul D. McNicholas

In this paper, we introduce a mixture of skew-t factor analyzers as well as a family of mixture models based thereon. The mixture of skew-t distributions model that we use arises as a limiting case of the mixture of generalized hyperbolic…

Methodology · Statistics 2014-05-05 Paula M. Murray , Ryan P. Browne , Paul D. McNicholas

Mixtures of skew-t distributions offer a flexible choice for model-based clustering. A mixture model of this sort can be implemented using a variety of formulations of the skew-t distribution. Herein we develop a mixture of skew-t factor…

Methodology · Statistics 2017-10-09 Paula M. Murray , Ryan P. Browne , Paul D. McNicholas

Robust clustering from incomplete data is an important topic because, in many practical situations, real data sets are heavy-tailed, asymmetric, and/or have arbitrary patterns of missing observations. Flexible methods and algorithms for…

Methodology · Statistics 2018-11-13 Yuhong Wei , Yang Tang , Paul D. McNicholas

A mixture of common skew-t factor analyzers model is introduced for model-based clustering of high-dimensional data. By assuming common component factor loadings, this model allows clustering to be performed in the presence of a large…

Methodology · Statistics 2014-05-05 Paula M. Murray , Paul D. McNicholas , Ryan P. Browne

Robust clustering of high-dimensional data is an important topic because clusters in real datasets are often heavy-tailed and/or asymmetric. Traditional approaches to model-based clustering often fail for high dimensional data, e.g., due to…

Methodology · Statistics 2024-06-07 Alexa A. Sochaniwsky , Michael P. B. Gallaugher , Yang Tang , Paul D. McNicholas

A method for dimension reduction with clustering, classification, or discriminant analysis is introduced. This mixture model-based approach is based on fitting generalized hyperbolic mixtures on a reduced subspace within the paradigm of…

Methodology · Statistics 2017-10-09 Katherine Morris , Paul D. McNicholas

A mixture of variance-gamma distributions is introduced and developed for model-based clustering and classification. The latest in a growing line of non-Gaussian mixture approaches to clustering and classification, the proposed mixture of…

Methodology · Statistics 2014-12-30 Sharon M. McNicholas , Paul D. McNicholas , Ryan P. Browne

A mixture of factor analyzers is a semi-parametric density estimator that generalizes the well-known mixtures of Gaussians model by allowing each Gaussian in the mixture to be represented in a different lower-dimensional manifold. This…

Machine Learning · Statistics 2015-10-23 Heysem Kaya , Albert Ali Salah

Mixture of factor analyzer (MFA) model is an efficient model for the analysis of high dimensional data through which the factor-analyzer technique based on the covariance matrices reducing the number of free parameters. The model also…

Methodology · Statistics 2022-12-05 Hamid Reza Safaeyan , Karim Zare , Mohamad R. Mahmoudi , Amir Mosavi

A mixture of multiple scaled generalized hyperbolic distributions (MMSGHDs) is introduced. Then, a coalesced generalized hyperbolic distribution (CGHD) is developed by joining a generalized hyperbolic distribution with a multiple scaled…

Methodology · Statistics 2018-10-30 Cristina Tortora , Brian C. Franczak , Ryan P. Browne , Paul D. McNicholas

Finite mixture models have become a popular tool for clustering. Amongst other uses, they have been applied for clustering longitudinal data and clustering high-dimensional data. In the latter case, a latent Gaussian mixture model is…

Methodology · Statistics 2018-04-17 Vanessa S. E. Bierling , Paul D. McNicholas

A mixture of joint generalized hyperbolic distributions (MJGHD) is introduced for asymmetric clustering for high-dimensional data. The MJGHD approach takes into account the cluster-specific subspace, thereby limiting the number of…

Methodology · Statistics 2018-11-02 Yang Tang , Ryan P. Browne , Paul D. McNicholas

Recent advances in engineering technologies have enabled the collection of a large number of longitudinal features. This wealth of information presents unique opportunities for researchers to investigate the complex nature of diseases and…

Methodology · Statistics 2023-11-27 Zihang Lu , Noirrit Kiran Chandra

Hyperbolic space is increasingly used for hierarchical, tree-like, and network-structured data, but likelihood-based density modeling on hyperbolic space remains relatively limited. This paper develops finite mixture modeling with isotropic…

Methodology · Statistics 2026-04-29 Kisung You

Finite mixture distributions arise in sampling a heterogeneous population. Data drawn from such a population will exhibit extra variability relative to any single subpopulation. Statistical models based on finite mixtures can assist in the…

Methodology · Statistics 2024-01-19 Andrew M. Raim , Nagaraj K. Neerchal , Jorge G. Morel

A mixture of multivariate Poisson-log normal factor analyzers is introduced by imposing constraints on the covariance matrix, which resulted in flexible models for clustering purposes. In particular, a class of eight parsimonious mixture…

Methodology · Statistics 2023-11-15 Andrea Payne , Anjali Silva , Steven J. Rothstein , Paul D. McNicholas , Sanjeena Subedi

In recent years, data have become increasingly higher dimensional and, therefore, an increased need has arisen for dimension reduction techniques for clustering. Although such techniques are firmly established in the literature for…

Methodology · Statistics 2019-09-30 Michael P. B. Gallaugher , Paul D. McNicholas

We propose the finite mixture of skewed sub-Gaussian stable distributions. The maximum likelihood estimator for the parameters of proposed finite mixture model is computed through the expectation-maximization algorithm. The proposed model…

Methodology · Statistics 2022-05-30 Mahdi Teimouri

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…

Methodology · Statistics 2018-10-30 Paula M. Murray , Ryan P. Browne , Paul D. McNicholas
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