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arXiv · 1705.03130

Flexible Clustering for High-Dimensional Data via Mixtures of Joint Generalized Hyperbolic Models

Yang Tang·Ryan P. Browne·Paul D. McNicholas
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Abstract

A mixture of joint generalized hyperbolic distributions (MJGHD) is introduced for asymmetric clustering for high-dimensional data. The MJGHD approach takes into account the cluster-specific subspace, thereby limiting the number of parameters to estimate while also facilitating visualization of results. Identifiability is discussed, and a multi-cycle ECM algorithm is outlined for parameter estimation. The MJGHD approach is illustrated on two real data sets, where the Bayesian information criterion is used for model selection.

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Yang Tang, Ryan P. Browne, Paul D. McNicholas. 2018-01-06. Flexible Clustering for High-Dimensional Data via Mixtures of Joint Generalized Hyperbolic Models. https://doi.org/10.1002/sta4.177

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