An efficient ECM algorithm for maximum likelihood estimation in mixtures of \(t\)-factor analyzers

DOI10.1007/s00180-012-0327-zzbMath1305.65082OpenAlexW2062745164MaRDI QIDQ2255854

Wan-Lun Wang, Tsung I. Lin

Publication date: 18 February 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-012-0327-z

zbMATH Keywords

EM algorithmmaximum likelihood estimationECM algorithmAECM algorithmMFAMtFA

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (17)

Flexible clustering via extended mixtures of common \(t\)-factor analyzers ⋮ Automated learning of factor analysis with complete and incomplete data ⋮ Mixtures of common \(t\)-factor analyzers for modeling high-dimensional data with missing values ⋮ Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution ⋮ Finite mixture modeling using shape mixtures of the skew scale mixtures of normal distributions ⋮ Automated learning of \(t\) factor analysis models with complete and incomplete data ⋮ Model-based clustering of high-dimensional data streams with online mixture of probabilistic PCA ⋮ Automated learning of mixtures of factor analysis models with missing information ⋮ Bayesian hierarchical robust factor analysis models for partially observed sample-selection data ⋮ Extending finite mixtures of \(t\) linear mixed-effects models with concomitant covariates ⋮ A robust factor analysis model based on the canonical fundamental skew-\(t\) distribution ⋮ Extending mixtures of factor models using the restricted multivariate skew-normal distribution ⋮ Capturing patterns via parsimonious \(t\) mixture models ⋮ Shape mixtures of skew-\(t\)-normal distributions: characterizations and estimation ⋮ A robust factor analysis model using the restricted skew-\(t\) distribution ⋮ Likelihood-based inference for Tobit confirmatory factor analysis using the multivariate Student-\(t\) distribution ⋮ Robust clustering via mixtures of \(t\) factor analyzers with incomplete data

Cites Work

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• Modelling high-dimensional data by mixtures of factor analyzers
• Maximum likelihood inference for mixtures of skew Student-\(t\)-normal distributions through practical EM-type algorithms
• Computationally efficient learning of multivariate \(t\) mixture models with missing information
• Extension of the mixture of factor analyzers model to incorporate the multivariate \(t\)-distribution
• Robust clustering by deterministic agglomeration EM of mixtures of multivariate \(t\)-distributions
• Supervised learning of multivariate skew normal mixture models with missing information
• Maximum likelihood estimation for multivariate skew normal mixture models
• Bayesian Analysis of Mixtures of Factor Analyzers
• Maximum likelihood estimation via the ECM algorithm: A general framework
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Conjugate Gradient Acceleration of the EM Algorithm

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