ICML '00 Proceedings of the Seventeenth International Conference on Machine Learning
Robust Cluster Analysis via Mixtures of Multivariate t-Distributions
SSPR '98/SPR '98 Proceedings of the Joint IAPR International Workshops on Advances in Pattern Recognition
Extension of the mixture of factor analyzers model to incorporate the multivariate t-distribution
Computational Statistics & Data Analysis
Parsimonious Gaussian mixture models
Statistics and Computing
Computational Statistics & Data Analysis
Constrained monotone EM algorithms for mixtures of multivariate t distributions
Statistics and Computing
Model-based classification via mixtures of multivariate t-distributions
Computational Statistics & Data Analysis
Dimension reduction for model-based clustering
Statistics and Computing
Extending mixtures of multivariate t-factor analyzers
Statistics and Computing
Using evolutionary algorithms for model-based clustering
Pattern Recognition Letters
Dimension reduction for model-based clustering via mixtures of multivariate $$t$$t-distributions
Advances in Data Analysis and Classification
Model-based clustering of high-dimensional data: A review
Computational Statistics & Data Analysis
Learning from incomplete data via parameterized t mixture models through eigenvalue decomposition
Computational Statistics & Data Analysis
Parsimonious skew mixture models for model-based clustering and classification
Computational Statistics & Data Analysis
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The last decade has seen an explosion of work on the use of mixture models for clustering. The use of the Gaussian mixture model has been common practice, with constraints sometimes imposed upon the component covariance matrices to give families of mixture models. Similar approaches have also been applied, albeit with less fecundity, to classification and discriminant analysis. In this paper, we begin with an introduction to model-based clustering and a succinct account of the state-of-the-art. We then put forth a novel family of mixture models wherein each component is modeled using a multivariate t-distribution with an eigen-decomposed covariance structure. This family, which is largely a t-analogue of the well-known MCLUST family, is known as the tEIGEN family. The efficacy of this family for clustering, classification, and discriminant analysis is illustrated with both real and simulated data. The performance of this family is compared to its Gaussian counterpart on three real data sets.