A robust model-based clustering based on the geometric median and the Median Covariation Matrix

Antoine Godichon-Baggioni; Stéphane Robin

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arXiv · 2211.08131

A robust model-based clustering based on the geometric median and the Median Covariation Matrix

Antoine Godichon-Baggioni·Stéphane Robin

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Abstract

Grouping observations into homogeneous groups is a recurrent task in statistical data analysis. We consider Gaussian Mixture Models, which are the most famous parametric model-based clustering method. We propose a new robust approach for model-based clustering, which consists in a modification of the EM algorithm (more specifically, the M-step) by replacing the estimates of the mean and the variance by robust versions based on the median and the median covariation matrix. All the proposed methods are available in the R package RGMM accessible on CRAN.

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Antoine Godichon-Baggioni, Stéphane Robin. 2022-11-15. A robust model-based clustering based on the geometric median and the Median Covariation Matrix. https://arxiv.org/abs/2211.08131

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