Computationally efficient learning of multivariate t mixture models with missing information
From MaRDI portal
Computationally efficient learning of multivariate \(t\) mixture models with missing information
Maximum likelihood estimation is considered for a finite mixture of multivariate-\(t\) distributions and observations with missing at random. A parameter expanded minimization-expectation (PX-EM) algorithm is developed for approximate calculation of the estimates. Its performance is compared to the usual EM algorithm via simulations. Applications to wine recognition data and blue crabs morphological measurements data are presented.
Recommendations
- Learning from incomplete data via parameterized \(t\) mixture models through eigenvalue decomposition
- scientific article; zbMATH DE number 788228
- ML estimation of the multivariate t distribution and the EM algorithm
- Supervised learning of multivariate skew normal mixture models with missing information
- Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
Cites work
- Bayesian Density Estimation and Inference Using Mixtures
- Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
- Finite mixture and Markov switching models.
- Finite mixture models
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1294360 (Why is no real title available?)
- scientific article; zbMATH DE number 597901 (Why is no real title available?)
- scientific article; zbMATH DE number 1085980 (Why is no real title available?)
- scientific article; zbMATH DE number 1086057 (Why is no real title available?)
- scientific article; zbMATH DE number 194758 (Why is no real title available?)
- scientific article; zbMATH DE number 788228 (Why is no real title available?)
- Inference and missing data
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Monte Carlo sampling methods using Markov chains and their applications
- On fast supervised learning for normal mixture models with missing information
- Parameter expansion to accelerate EM: the PX-EM algorithm
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Robust clustering by deterministic agglomeration EM of mixtures of multivariate \(t\)-distributions
- The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
Cited in
(14)- Learning from incomplete data via parameterized \(t\) mixture models through eigenvalue decomposition
- Automated learning of factor analysis with complete and incomplete data
- Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions
- Mixtures of generalized hyperbolic distributions and mixtures of skew-t distributions for model-based clustering with incomplete data
- Missing data imputation using the multivariate \(t\) distribution
- An efficient ECM algorithm for maximum likelihood estimation in mixtures of t-factor analyzers
- Robust model-based clustering via mixtures of skew-t distributions with missing information
- Supervised learning of multivariate skew normal mixture models with missing information
- Capturing patterns via parsimonious t mixture models
- On fast supervised learning for normal mixture models with missing information
- Discussion of `Model-based clustering and classification with non-normal mixture distributions' by Lee and McLachlan
- scientific article; zbMATH DE number 788228 (Why is no real title available?)
- Model-based clustering of multivariate skew data with circular components and missing values
- Fast model-based clustering of partial records
This page was built for publication: Computationally efficient learning of multivariate \(t\) mixture models with missing information
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q964652)
