Extending mixtures of multivariate t-factor analyzers

  • Authors:
  • Jeffrey L. Andrews;Paul D. Mcnicholas

  • Affiliations:
  • Department of Mathematics and Statistics, University of Guelph, Guelph, Canada N1G 2W1;Department of Mathematics and Statistics, University of Guelph, Guelph, Canada N1G 2W1

  • Venue:
  • Statistics and Computing
  • Year:
  • 2011

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Abstract

Model-based clustering typically involves the development of a family of mixture models and the imposition of these models upon data. The best member of the family is then chosen using some criterion and the associated parameter estimates lead to predicted group memberships, or clusterings. This paper describes the extension of the mixtures of multivariate t-factor analyzers model to include constraints on the degrees of freedom, the factor loadings, and the error variance matrices. The result is a family of six mixture models, including parsimonious models. Parameter estimates for this family of models are derived using an alternating expectation-conditional maximization algorithm and convergence is determined based on Aitken's acceleration. Model selection is carried out using the Bayesian information criterion (BIC) and the integrated completed likelihood (ICL). This novel family of mixture models is then applied to simulated and real data where clustering performance meets or exceeds that of established model-based clustering methods. The simulation studies include a comparison of the BIC and the ICL as model selection techniques for this novel family of models. Application to simulated data with larger dimensionality is also explored.