Computationally efficient learning of multivariate t mixture models with missing information

DOI10.1007/S00180-008-0129-5zbMATH Open1189.62095OpenAlexW2060488211MaRDI QIDQ964652FDOQ964652

B. E. Eshmatov

Publication date: 22 April 2010

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

Full work available at URL: https://doi.org/10.1007/s00180-008-0129-5

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zbMATH Keywords

maximum likelihood estimationfinite mixtureparameter expanded minimization expectation algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Estimation in multivariate analysis (62H12)

Cites Work

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• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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• Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
• On fast supervised learning for normal mixture models with missing information

Cited In (14)

• Mixtures of generalized hyperbolic distributions and mixtures of skew-\(t\) distributions for model-based clustering with incomplete data
• Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions
• Robust model-based clustering via mixtures of skew-\(t\) distributions with missing information
• An efficient ECM algorithm for maximum likelihood estimation in mixtures of \(t\)-factor analyzers
• Capturing patterns via parsimonious \(t\) mixture models
• Supervised learning of multivariate skew normal mixture models with missing information
• On fast supervised learning for normal mixture models with missing information
• Model-based clustering of multivariate skew data with circular components and missing values
• Automated learning of factor analysis with complete and incomplete data
• Discussion of `Model-based clustering and classification with non-normal mixture distributions' by Lee and McLachlan
• Title not available (Why is that?)
• Missing data imputation using the multivariate \(t\) distribution
• Fast model-based clustering of partial records
• Learning from incomplete data via parameterized \(t\) mixture models through eigenvalue decomposition

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