Subspace clustering for the finite mixture of generalized hyperbolic distributions

Nam-Hwui Kim () and Ryan Browne ()
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Nam-Hwui Kim: University of Waterloo
Ryan Browne: University of Waterloo

Advances in Data Analysis and Classification, 2019, vol. 13, issue 3, No 4, 661 pages

Abstract: Abstract The finite mixture of generalized hyperbolic distributions is a flexible model for clustering, but its large number of parameters for estimation, especially in high dimensions, can make it computationally expensive to work with. In light of this issue, we provide an extension of the subspace clustering technique developed for finite Gaussian mixtures to that of generalized hyperbolic distribution. The methodology will be demonstrated with numerical experiments.

Keywords: Dimensionality reduction; Finite mixture models; Generalized hyperbolic distribution; 62H12; 62H25; 62H30 (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s11634-018-0333-2

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