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Alexa A. Sochaniwsky

Publications and source records attributed to Alexa A. Sochaniwsky.

3 recordsLinked to original sources

Parsimonious Ultrametric Manly Mixture Models

A family of parsimonious ultrametric mixture models with the Manly transformation is developed for clustering high-dimensional data where the clusters may be asymmetric. While advances in Gaussian mixture modeling sufficiently handle high-dimensional data, they often struggle with the common presence of cluster skewness. To address this, we incorporate the extended ultrametric covariance structure and the Manly transformation, resulting in the parsimonious ultrametric Manly mixture model family. The ultrametric covariance structure reduces the number of free parameters while identifying latent groups of variables within a nested hierarchy. This phenomenon enables the visualization of hierarchical relationships within clusters, improving cluster interpretability. Additionally, as with many classes of mixture models, model selection remains a fundamental challenge; to this end, a two-step model selection procedure is proposed herein. Through simulation studies and real data analyses, we demonstrate improved model selection via the proposed two-step method, as well as the effective clustering performance.

stat.ME↗

Hidden Markov Models for Multivariate Panel Data

While advances continue to be made in model-based clustering, challenges persist in modeling various data types such as panel data. Multivariate panel data present difficulties for clustering algorithms because they are often plagued by missing data and dropouts, presenting issues for estimation algorithms. This research presents a family of hidden Markov models that compensate for the issues that arise in panel data. A modified expectation-maximization algorithm capable of handling missing not at random data and dropout is presented and used to perform model estimation.

stat.ME↗

Flexible Clustering with a Sparse Mixture of Generalized Hyperbolic Distributions

Robust clustering of high-dimensional data is an important topic because clusters in real datasets are often heavy-tailed and/or asymmetric. Traditional approaches to model-based clustering often fail for high dimensional data, e.g., due to the number of free covariance parameters. A parametrization of the component scale matrices for the mixture of generalized hyperbolic distributions is proposed. This parameterization includes a penalty term in the likelihood. An analytically feasible expectation-maximization algorithm is developed by placing a gamma-lasso penalty constraining the concentration matrix. The proposed methodology is investigated through simulation studies and illustrated using two real datasets.

stat.ME↗