Mixtures of restricted skew-\(t\) factor analyzers with common factor loadings

DOI10.1007/s11634-018-0317-2zbMath1474.62209OpenAlexW2792736722WikidataQ130150386 ScholiaQ130150386MaRDI QIDQ1999453

Wan-Lun Wang, Yen-Ting Chang, Tsung I. Lin, Luis Mauricio Castro

Publication date: 27 June 2019

Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11634-018-0317-2

zbMATH Keywords

outliersclusteringdata reductioncommon factor loadingsECME algorithmfactor analyzer

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (1)

A robust factor analysis model based on the canonical fundamental skew-\(t\) distribution

Uses Software

• mixsmsn
• EMMIX-skew
• sn
• AS 136

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Serial and parallel implementations of model-based clustering via parsimonious Gaussian mixture models
• Algorithm AS 136: A K-Means Clustering Algorithm
• A mixture of generalized hyperbolic factor analyzers
• Multivariate mixture modeling using skew-normal independent distributions
• On nomenclature for, and the relative merits of, two formulations of skew distributions
• Maximum likelihood inference for the multivariate \(t\) mixture model
• Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models
• Mixtures of common factor analyzers for high-dimensional data with missing information
• A robust factor analysis model using the restricted skew-\(t\) distribution
• Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results
• Extending mixtures of factor models using the restricted multivariate skew-normal distribution
• Estimating the dimension of a model
• Learning from incomplete data via parameterized \(t\) mixture models through eigenvalue decomposition
• Flexible clustering via extended mixtures of common \(t\)-factor analyzers
• Mixtures of skew-\(t\) factor analyzers
• Mixtures of common \(t\)-factor analyzers for modeling high-dimensional data with missing values
• Robust skew-\(t\) factor analysis models for handling missing data
• An introduction to variational methods for graphical models
• Variational Bayes approximations for clustering via mixtures of normal inverse Gaussian distributions
• Finite mixture modeling of censored data using the multivariate Student-\(t\) distribution
• Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering
• Automated learning of \(t\) factor analysis models with complete and incomplete data
• On fundamental skew distributions
• Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
• The Skew-Normal and Related Families
• Maximum likelihood estimation via the ECM algorithm: A general framework
• The EM Algorithm and Extensions, 2E
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• A new class of multivariate skew distributions with applications to bayesian regression models
• Robust mixtures of factor analysis models using the restricted multivariate skew-t distribution
• Likelihood-based inference for Tobit confirmatory factor analysis using the multivariate Student-\(t\) distribution

This page was built for publication: Mixtures of restricted skew-\(t\) factor analyzers with common factor loadings