EMMIXmfa

swMATH40776CRANEMMIXmfaMaRDI QIDQ1354565FDOQ1354565

Mixture Models with Component-Wise Factor Analyzers

Suren Rathnayake

Last update: 25 January 2024

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2.0.11, 2.0.7, 2.0.14

Source code repository: https://github.com/cran/EMMIXmfa

Description

We provide functions to fit finite mixtures of multivariate normal or t-distributions to data with various factor analytic structures adopted for the covariance/scale matrices. The factor analytic structures available include mixtures of factor analyzers and mixtures of common factor analyzers. The latter approach is so termed because the matrix of factor loadings is common to components before the component-specific rotation of the component factors to make them white noise. Note that the component-factor loadings are not common after this rotation. Maximum likelihood estimators of model parameters are obtained via the Expectation-Maximization algorithm. See descriptions of the algorithms used in McLachlan GJ, Peel D (2000) <doi:10.1002/0471721182.ch8> McLachlan GJ, Peel D (2000) <ISBN:1-55860-707-2> McLachlan GJ, Peel D, Bean RW (2003) <doi:10.1016/S0167-9473(02)00183-4> McLachlan GJ, Bean RW, Ben-Tovim Jones L (2007) <doi:10.1016/j.csda.2006.09.015> Baek J, McLachlan GJ, Flack LK (2010) <doi:10.1109/TPAMI.2009.149> Baek J, McLachlan GJ (2011) <doi:10.1093/bioinformatics/btr112> McLachlan GJ, Baek J, Rathnayake SI (2011) <doi:10.1002/9781119995678.ch9>.

Cites work

• Modelling high-dimensional data by mixtures of factor analyzers
• Mixtures of Factor Analyzers
• Extension of the mixture of factor analyzers model to incorporate the multivariate t-distribution
• Mixtures of Factor Analyzers with Common Factor Loadings: Applications to the Clustering and Visualization of High-Dimensional Data
• Mixtures of common t-factor analyzers for clustering high-dimensional microarray data
• Mixtures of Factor Analysers for the Analysis of High‐Dimensional Data

Cited In (2)

• A Bayesian Fisher-EM algorithm for discriminative Gaussian subspace clustering
• Overfitting Bayesian mixtures of factor analyzers with an unknown number of components

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