Using Subset Log-Likelihoods to Trim Outliers in Gaussian Mixture Models
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Publication:84825
DOI10.48550/ARXIV.1907.01136arXiv1907.01136MaRDI QIDQ84825FDOQ84825
Authors: Katharine M. Clark, Paul D. McNicholas 
Publication date: 2 July 2019
Abstract: Unsupervised classification, or clustering, is a problem often plagued by outliers, yet there is a paucity of work on handling outliers in unsupervised classification. Outlier algorithms tend to fall into two broad categories: outlier inclusion methods and trimming methods, which often require pre-specification of the number of points to remove. The fact that sample Mahalanobis distance is beta-distributed is used to derive an approximate distribution for the log-likelihoods of subset finite Gaussian mixture models. An algorithm is proposed that removes the least likely points, which are deemed outliers, until the log-likelihoods adhere to the reference distribution. This results in a trimming method which inherently estimates the number of outliers present.
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