Mixtures of skewed matrix variate bilinear factor analyzers

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Publication:2201326

DOI10.1007/S11634-019-00377-4zbMATH Open1474.62227arXiv1809.02385OpenAlexW2990101034MaRDI QIDQ2201326FDOQ2201326


Authors: Michael P. B. Gallaugher, Paul D. McNicholas Edit this on Wikidata


Publication date: 29 September 2020

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

Abstract: In recent years, data have become increasingly higher dimensional and, therefore, an increased need has arisen for dimension reduction techniques for clustering. Although such techniques are firmly established in the literature for multivariate data, there is a relative paucity in the area of matrix variate, or three-way, data. Furthermore, the few methods that are available all assume matrix variate normality, which is not always sensible if cluster skewness or excess kurtosis is present. Mixtures of bilinear factor analyzers using skewed matrix variate distributions are proposed. In all, four such mixture models are presented, based on matrix variate skew-t, generalized hyperbolic, variance-gamma, and normal inverse Gaussian distributions, respectively.


Full work available at URL: https://arxiv.org/abs/1809.02385




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