A block EM algorithm for multivariate skew normal and skew t-mixture models

Abstract

Finite mixtures of skew distributions provide a flexible tool for modelling heterogeneous data with asymmetric distributional features. However, parameter estimation via the Expectation-Maximization (EM) algorithm can become very timeconsuming due to the complicated expressions involved in the E-step that are numerically expensive to evaluate. A more time… (More)

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Cite this paper

@article{Lee2016ABE, title={A block EM algorithm for multivariate skew normal and skew t-mixture models}, author={Sharon X. Lee and Kaleb L. Leemaqz and Geoffrey J. McLachlan}, journal={CoRR}, year={2016}, volume={abs/1608.02797} }