• Corpus ID: 218516559

A Bayesian approach for clustering skewed data using mixtures of multivariate normal-inverse Gaussian distributions

  title={A Bayesian approach for clustering skewed data using mixtures of multivariate normal-inverse Gaussian distributions},
  author={Yuan Fang and Dimitris Karlis and Sanjeena Subedi},
  journal={arXiv: Computation},
Non-Gaussian mixture models are gaining increasing attention for mixture model-based clustering particularly when dealing with data that exhibit features such as skewness and heavy tails. Here, such a mixture distribution is presented, based on the multivariate normal inverse Gaussian (MNIG) distribution. For parameter estimation of the mixture, a Bayesian approach via Gibbs sampler is used; for this, a novel approach to simulate univariate generalized inverse Gaussian random variables and… 
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