A mixture of generalized hyperbolic factor analyzers

A mixture of generalized hyperbolic factor analyzers

The mixture of factor analyzers model, which has been used successfully for the model-based clustering of high-dimensional data, is extended to generalized hyperbolic mixtures. The development of a mixture of generalized hyperbolic factor analyzers is outlined, drawing upon the relationship with the generalized inverse Gaussian distribution. An alternating expectation-conditional maximization a...

A Mixture of Coalesced Generalized Hyperbolic Distributions

A mixture of coalesced generalized hyperbolic distributions (GHDs) is developed by joining a finite mixture of generalized hyperbolic distributions with a novel mixture of multiple scaled generalized hyperbolic distributions (MSGHDs). After detailing the development of the mixture of MSGHDs, which arises via implementation of a multidimensional weight function, the density of our coalesced dist...

A Mixture of Generalized Hyperbolic Distributions

We introduce a mixture of generalized hyperbolic distributions as an alternative to the ubiquitous mixture of Gaussian distributions as well as their near relatives of which the mixture of multivariate t and skew-t distributions are predominant. The mathematical development of our mixture of generalized hyperbolic distributions model relies on its relationship with the generalized inverse Gauss...

Constrained Fisher Scoring for a Mixture of Factor Analyzers

Face Detection Using a Mixture of Factor Analyzers