Clustering, classification, discriminant analysis, and dimension reduction via generalized hyperbolic mixtures

Katherine Morris and Paul D. McNicholas

Computational Statistics & Data Analysis, 2016, vol. 97, issue C, 133-150

Abstract: A method for dimension reduction with clustering, classification, or discriminant analysis is introduced. This mixture model-based approach is based on fitting generalized hyperbolic mixtures on a reduced subspace within the paradigm of model-based clustering, classification, or discriminant analysis. A reduced subspace of the data is derived by considering the extent to which group means and group covariances vary. The members of the subspace arise through linear combinations of the original data, and are ordered by importance via the associated eigenvalues. The observations can be projected onto the subspace, resulting in a set of variables that captures most of the clustering information available. The use of generalized hyperbolic mixtures gives a robust framework capable of dealing with skewed clusters. Although dimension reduction is increasingly in demand across various application areas, many applications are biological and so some of the real data examples are within that sphere. Simulated data are also used for illustration.

Keywords: Dimension reduction; Generalized hyperbolic distribution; Mixture models; Model-based clustering; Model-based classification; Model-based discriminant analysis (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:97:y:2016:i:c:p:133-150

DOI: 10.1016/j.csda.2015.10.008

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