Computationally efficient learning of multivariate \(t\) mixture models with missing information

DOI10.1007/s00180-008-0129-5zbMath1189.62095OpenAlexW2060488211MaRDI QIDQ964652

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

zbMATH Keywords

maximum likelihood estimationfinite mixtureparameter expanded minimization expectation algorithm

Mathematics Subject Classification ID

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

Related Items (10)

Learning from incomplete data via parameterized \(t\) mixture models through eigenvalue decomposition ⋮ Automated learning of factor analysis with complete and incomplete data ⋮ Robust model-based clustering via mixtures of skew-\(t\) distributions with missing information ⋮ Supervised learning of multivariate skew normal mixture models with missing information ⋮ Model-based clustering of multivariate skew data with circular components and missing values ⋮ Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions ⋮ Capturing patterns via parsimonious \(t\) mixture models ⋮ An efficient ECM algorithm for maximum likelihood estimation in mixtures of \(t\)-factor analyzers ⋮ Mixtures of generalized hyperbolic distributions and mixtures of skew-\(t\) distributions for model-based clustering with incomplete data ⋮ Discussion of `Model-based clustering and classification with non-normal mixture distributions' by Lee and McLachlan

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