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相关论文: Finite mixture of skewed sub-Gaussian stable distr…

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Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian $\alpha$-stable distribution received much interest in…

机器学习 · 统计学 2017-01-25 Mahdi Teimouri , Saeid Rezakhah , Adel Mohammdpour

Finite mixture of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the…

统计方法学 · 统计学 2013-05-29 Sharon X. Lee , Geoffrey J. McLachlan

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…

统计方法学 · 统计学 2014-05-05 Paula M. Murray , Ryan P. Browne , Paul D. McNicholas

In this study, we propose a robust mixture regression procedure based on the skew t distribution to model heavy-tailed and/or skewed errors in a mixture regression setting. Using the scale mixture representation of the skew t distribution,…

统计理论 · 数学 2017-06-12 Fatma Zehra Doğru , Olcay Arslan

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…

统计方法学 · 统计学 2017-10-09 Ryan P. Browne , Paul D. McNicholas

We introduce an extension of finite mixture models by incorporating skew-normal distributions within a Hidden Markov Model framework. By assuming a constant transition probability matrix and allowing emission distributions to vary according…

统计方法学 · 统计学 2025-09-25 Andrea Nigri , Marco Forti , Han Lin Shang

In this paper, we propose finite mixtures of multivariate skew Laplace distributions to model both skewness and heavy-tailedness in the heterogeneous data sets. The maximum likelihood estimators for the parameters of interest are obtained…

统计理论 · 数学 2017-02-03 Fatma Zehra Doğru , Y. Murat Bulut , Olcay Arslan

Non-Gaussian mixture models are gaining increasing attention for mixture model-based clustering particularly when dealing with data that exhibit features such as skewness and heavy tails. Here, such a mixture distribution is presented,…

统计计算 · 统计学 2020-05-07 Yuan Fang , Dimitris Karlis , Sanjeena Subedi

Clustering is the process of finding underlying group structures in data. Although mixture model-based clustering is firmly established in the multivariate case, there is a relative paucity of work on matrix variate distributions and none…

统计方法学 · 统计学 2018-03-06 Michael P. B. Gallaugher , Paul D. McNicholas

Model-based clustering imposes a finite mixture modelling structure on data for clustering. Finite mixture models assume that the population is a convex combination of a finite number of densities, the distribution within each population is…

统计方法学 · 统计学 2017-10-09 Cristina Tortora , Paul D. McNicholas , Ryan P. Browne

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…

统计方法学 · 统计学 2014-05-05 Paula M. Murray , Paul D. McNicholas , Ryan P. Browne

Because of its mathematical tractability, the Gaussian mixture model holds a special place in the literature for clustering and classification. For all its benefits, however, the Gaussian mixture model poses problems when the data is skewed…

应用统计 · 统计学 2020-11-19 Michael P. B. Gallaugher , Paul D. McNicholas , Volodymyr Melnykov , Xuwen Zhu

Clustering task of mixed data is a challenging problem. In a probabilistic framework, the main difficulty is due to a shortage of conventional distributions for such data. In this paper, we propose to achieve the mixed data clustering with…

统计方法学 · 统计学 2015-10-01 Matthieu Marbac , Christophe Biernacki , Vincent Vandewalle

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…

统计方法学 · 统计学 2017-10-09 Paula M. Murray , Ryan P. Browne , Paul D. McNicholas

Mixtures of multivariate normal inverse Gaussian (MNIG) distributions can be used to cluster data that exhibit features such as skewness and heavy tails. However, for cluster analysis, using a traditional finite mixture model framework,…

统计方法学 · 统计学 2020-05-13 Yuan Fang , Dimitris Karlis , Sanjeena Subedi

Cluster-weighted modeling (CWM) is a mixture approach for modeling the joint probability of a response variable and a set of explanatory variables. The parameters are estimated by means of the expectation-maximization algorithm according to…

统计计算 · 统计学 2013-08-09 Salvatore Ingrassia , Simona C. Minotti

This article proposes a mixture modeling approach to estimating cluster-wise conditional distributions in clustered (grouped) data. We adapt the mixture-of-experts model to the latent distributions, and propose a model in which each…

统计方法学 · 统计学 2019-09-10 Shonosuke Sugasawa , Genya Kobayashi , Yuki Kawakubo

With the progress of information technology, large amounts of asymmetric, leptokurtic and heavy-tailed data are arising in various fields, such as finance, engineering, genetics and medicine. It is very challenging to model those kinds of…

统计方法学 · 统计学 2024-01-26 Chengdi Lian , Yaohua Rong , Weihu Cheng

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…

统计方法学 · 统计学 2018-04-17 Vanessa S. E. Bierling , Paul D. McNicholas

Families of mixtures of multivariate power exponential (MPE) distributions have been previously introduced and shown to be competitive for cluster analysis in comparison to other elliptical mixtures including mixtures of Gaussian…

统计计算 · 统计学 2023-01-24 Utkarsh J. Dang , Michael P. B. Gallaugher , Ryan P. Browne , Paul D. McNicholas
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