Estimating common principal components in high dimensions

DOI10.1007/s11634-013-0139-1zbMath1474.62183arXiv1302.2102OpenAlexW1997354990MaRDI QIDQ95891

Ryan P. Browne, Ryan P. Browne, Paul D. McNicholas

Publication date: 22 June 2013

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

Full work available at URL: https://arxiv.org/abs/1302.2102

zbMATH Keywords

mixtureclusteringmodel-based clusteringminimizationmixture modelscommon principal componentsmaximizationGPCMfluryMM algorithm.

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Uses Software

• R
• Mixmod
• Rmixmod
• mixture

Cites Work

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• Discussion of `Model-based clustering and classification with non-normal mixture distributions' by Lee and McLachlan
• Model-based clustering, classification, and discriminant analysis via mixtures of multivariate \(t\)-distributions
• Between-group analysis with heterogeneous covariance matrices: The common principal component model
• An efficient \(k\) nearest neighbor search for multivariate time series
• Orthogonal Stiefel manifold optimization for eigen-decomposed covariance parameter estimation in mixture models
• Regularization of the location model in discrimination with mixed discrete and continuous variables
• Model-based cluster and discriminant analysis with the MIXMOD software
• High-dimensional data clustering
• Estimating correlation matrices that have common eigenvectors.
• Estimating the dimension of a model
• Setting up alternating least squares and iterative majorization algorithms for solving various matrix optimization problems
• MM algorithms for generalized Bradley-Terry models.
• Principal component models for correlation matrices
• Detecting Features in Spatial Point Processes with Clutter via Model-Based Clustering
• Model-Based Gaussian and Non-Gaussian Clustering
• Spectral models for covariance matrices
• An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form

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