Extending mixtures of factor models using the restricted multivariate skew-normal distribution

DOI10.1016/j.jmva.2015.09.025zbMath1328.62378arXiv1307.1748OpenAlexW1786657497MaRDI QIDQ900823

Tsung I. Lin, Geoffrey J. McLachlan, Sharon X. Lee

Publication date: 23 December 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.1748

zbMATH Keywords

clusteringdata reductionskewnessECM algorithmrMSN distributionfactor analyzer

Mathematics Subject Classification ID

Related Items (35)

Robust clustering of multiply censored data via mixtures of \(t\) factor analyzers ⋮ On formulations of skew factor models: skew factors and/or skew errors ⋮ Mixtures of common \(t\)-factor analyzers for modeling high-dimensional data with missing values ⋮ A flexible factor analysis based on the class of mean-mixture of normal distributions ⋮ Model-based clustering ⋮ Skew-normal generalized spatial panel data model ⋮ Factor probabilistic distance clustering (FPDC): a new clustering method ⋮ Robust model-based clustering via mixtures of skew-\(t\) distributions with missing information ⋮ A novel mixture model using the multivariate normal mean-variance mixture of Birnbaum-Saunders distributions and its application to extrasolar planets ⋮ Distance Metrics and Clustering Methods for Mixed‐type Data ⋮ Finite mixture of censored linear mixed models for irregularly observed longitudinal data ⋮ Model-based clustering via mixtures of unrestricted skew normal factor analyzers with complete and incomplete data ⋮ A constrained maximum likelihood estimation for skew normal mixtures ⋮ Sparse online principal component analysis for parameter estimation in factor model ⋮ Robust mixtures of factor analysis models using the restricted multivariate skew-t distribution ⋮ A robust factor analysis model using the restricted skew-\(t\) distribution ⋮ Banks' business models in the euro area: a cluster analysis in high dimensions ⋮ Mixture model modal clustering ⋮ Mixtures of restricted skew-\(t\) factor analyzers with common factor loadings ⋮ A mixture factor model with applications to microarray data ⋮ Mixture of multivariate \(t\) nonlinear mixed models for multiple longitudinal data with heterogeneity and missing values ⋮ A mixture of generalized hyperbolic factor analyzers ⋮ Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions ⋮ Inferring food intake from multiple biomarkers using a latent variable model ⋮ A variational approximations-DIC rubric for parameter estimation and mixture model selection within a family setting ⋮ On fractionally-supervised classification: weight selection and extension to the multivariate \(t\)-distribution ⋮ An overview of skew distributions in model-based clustering ⋮ Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework ⋮ Mixtures of Gaussian copula factor analyzers for clustering high dimensional data ⋮ Mixtures of hidden truncation hyperbolic factor analyzers ⋮ Model-based clustering of censored data via mixtures of factor analyzers ⋮ A skew factor analysis model based on the normal mean–variance mixture of Birnbaum–Saunders distribution ⋮ Robust clustering via mixtures of \(t\) factor analyzers with incomplete data ⋮ A spatial skew-Gaussian process with a specified covariance function ⋮ Discussion of `Model-based clustering and classification with non-normal mixture distributions' by Lee and McLachlan

Uses Software

• mclust
• UCI-ml
• MixSim
• EMMIX-skew
• PGMM
• sn
• EMMIX
• Emmixuskew

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Modelling high-dimensional data by mixtures of factor analyzers
• On mixtures of skew normal and skew \(t\)-distributions
• Mixtures of common factor analyzers for high-dimensional data with missing information
• On the distribution of posterior probabilities in finite mixture models with application in clustering
• Initializing the EM algorithm in Gaussian mixture models with an unknown number of components
• Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results
• Flexible mixture modelling using the multivariate skew-\(t\)-normal distribution
• Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
• Choosing initial values for the EM algorithm for finite mixtures
• Extension of the mixture of factor analyzers model to incorporate the multivariate \(t\)-distribution
• Likelihood ratio tests and singularities
• On the convergence properties of the EM algorithm
• Estimating the dimension of a model
• Mixtures of factor analysers. Bayesian estimation and inference by stochastic simulation
• Mixtures of skew-\(t\) factor analyzers
• Mixtures of common \(t\)-factor analyzers for modeling high-dimensional data with missing values
• Computational aspects of fitting mixture models via the expectation-maximization algorithm
• An efficient ECM algorithm for maximum likelihood estimation in mixtures of \(t\)-factor analyzers
• Finite mixture and Markov switching models.
• Maximum likelihood estimation for multivariate skew normal mixture models
• On fundamental skew distributions
• Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
• Bayesian Analysis of Mixtures of Factor Analyzers
• Mixtures
• Maximum likelihood estimation via the ECM algorithm: A general framework
• On the Unification of Families of Skew-normal Distributions
• The EM Algorithm and Extensions, 2E
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• Algorithms for Model-Based Gaussian Hierarchical Clustering
• Parameter expansion to accelerate EM: the PX-EM algorithm
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• A new class of multivariate skew distributions with applications to bayesian regression models
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• A skew-normal factor model for the analysis of student satisfaction towards university courses
• The Skew-normal Distribution and Related Multivariate Families*

This page was built for publication: Extending mixtures of factor models using the restricted multivariate skew-normal distribution