论文标题
受污染基质变量正常分布的混合物
Mixtures of Contaminated Matrix Variate Normal Distributions
论文作者
论文摘要
在文献中,尤其是在聚类和分类领域中,对三向数据的分析变得越来越普遍。实际数据,包括实际的三向数据,通常受到潜在的外围观察结果的污染。它们的检测以及对其存在不敏感的强大模型的开发对于此类数据尤为重要,因为与其有效可视化有关的实际问题。本文中,讨论了污染的矩阵变量正态分布,然后在混合模型范式中用于聚类。所提出的模型的一个关键优点是能够通过计算其\ textit {a后验}概率来自动检测潜在的外部矩阵。当前使用现有矩阵变量方法目前无法进行此类检测。期望条件最大化算法用于参数估计,模拟和真实数据均用于插图。
Analysis of three-way data is becoming ever more prevalent in the literature, especially in the area of clustering and classification. Real data, including real three-way data, are often contaminated by potential outlying observations. Their detection, as well as the development of robust models insensitive to their presence, is particularly important for this type of data because of the practical issues concerning their effective visualization. Herein, the contaminated matrix variate normal distribution is discussed and then utilized in the mixture model paradigm for clustering. One key advantage of the proposed model is the ability to automatically detect potential outlying matrices by computing their \textit{a posteriori} probability to be a "good" or "bad" point. Such detection is currently unavailable using existing matrix variate methods. An expectation conditional maximization algorithm is used for parameter estimation, and both simulated and real data are used for illustration.