Parsimonious Gaussian mixture models

  • Authors:
  • Paul David Mcnicholas;Thomas Brendan Murphy

  • Affiliations:
  • Department of Mathematics and Statistics, University of Guelph, Guelph, Canada N1G 2W1;School of Mathematical Sciences, University College Dublin, Dublin, Ireland 4

  • Venue:
  • Statistics and Computing
  • Year:
  • 2008

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Abstract

Parsimonious Gaussian mixture models are developed using a latent Gaussian model which is closely related to the factor analysis model. These models provide a unified modeling framework which includes the mixtures of probabilistic principal component analyzers and mixtures of factor of analyzers models as special cases.In particular, a class of eight parsimonious Gaussian mixture models which are based on the mixtures of factor analyzers model are introduced and the maximum likelihood estimates for the parameters in these models are found using an AECM algorithm. The class of models includes parsimonious models that have not previously been developed.These models are applied to the analysis of chemical and physical properties of Italian wines and the chemical properties of coffee; the models are shown to give excellent clustering performance.