作者
Adrian O’Hagan, Thomas Brendan Murphy, Isobel Claire Gormley, Paul D McNicholas, Dimitris Karlis
发表日期
2016/1/1
期刊
Computational Statistics & Data Analysis
卷号
93
页码范围
18-30
出版商
North-Holland
简介
Many model-based clustering methods are based on a finite Gaussian mixture model. The Gaussian mixture model implies that the data scatter within each group is elliptically shaped. Hence non-elliptical groups are often modeled by more than one component, resulting in model over-fitting. An alternative is to use a mean–variance mixture of multivariate normal distributions with an inverse Gaussian mixing distribution (MNIG) in place of the Gaussian distribution, to yield a more flexible family of distributions. Under this model the component distributions may be skewed and have fatter tails than the Gaussian distribution. The MNIG based approach is extended to include a broad range of eigendecomposed covariance structures. Furthermore, MNIG models where the other distributional parameters are constrained is considered. The Bayesian Information Criterion is used to identify the optimal model and number of …
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A O'Hagan, TB Murphy, IC Gormley, PD McNicholas… - Computational Statistics & Data Analysis, 2016