N ov 2 01 7 Mixtures of Hidden Truncation Hyperbolic Factor Analyzers
نویسندگان
چکیده
The mixture of factor analyzers model was first introduced over 20 years ago and, in the meantime, has been extended to several non-Gaussian analogues. In general, these analogues account for situations with heavy tailed and/or skewed clusters. An approach is introduced that unifies many of these approaches into one very general model: the mixture of hidden truncation hyperbolic factor analyzers (MHTHFA) model. In the process of doing this, a hidden truncation hyperbolic factor analysis model is also introduced. The MHTHFA model is illustrated for clustering as well as semi-supervised classification using two real datasets.
منابع مشابه
Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering
A hidden truncation hyperbolic (HTH) distribution is introduced and finite mixtures thereof are applied for clustering. A stochastic representation of the HTH distribution is given and a density is derived. A hierarchical representation is described, which aids in parameter estimation. Finite mixtures of HTH distributions are presented and their identifiability is proved. The convexity of the H...
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