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

  title={Extension of the mixture of factor analyzers model to incorporate the multivariate t-distribution},
  author={G. McLachlan and Richard Bean and L. B. Jones},
  journal={Comput. Stat. Data Anal.},
  • G. McLachlan, Richard Bean, L. B. Jones
  • Published 2007
  • Mathematics, Computer Science
  • Comput. Stat. Data Anal.
  • 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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