Extension of the mixture of factor analyzers model to incorporate the multivariate t-distribution

@article{McLachlan2007ExtensionOT,
  title={Extension of the mixture of factor analyzers model to incorporate the multivariate t-distribution},
  author={Geoffrey J. McLachlan and Richard Bean and Liat Ben-Tovim Jones},
  journal={Computational Statistics & Data Analysis},
  year={2007},
  volume={51},
  pages={5327-5338}
}
Mixtures of factor analyzers enable model-based density estimation to be undertaken for high-dimensional data, where the number of observations n is small relative to their dimension p. However, this approach is sensitive to outliers as it is based on a mixture model in which the multivariate normal family of distributions is assumed for the component error and factor distributions. An extension to mixtures of t-factor analyzers is considered, whereby the multivariate t-family is adopted for… CONTINUE READING

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