Finite mixtures of multivariate skew Student’s t distributions with independent logistic skewing functions

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY Brazilian Journal of Probability and Statistics Pub Date : 2022-09-01 DOI:10.1214/22-bjps542
Hok Shing Kwong, S. Nadarajah
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Abstract

This paper extends the multivariate skew t distributions with independent logistic skewing functions (MSTIL) introduced in Kwong and Nadarajah (2021) to finite mixture models (FM-MSTIL). A stochastic EM-type algorithm is proposed for fitting the FM-MSTIL, and a divisive hierarchical algorithm is proposed for initialisations and model selections. We show that the model can outperform other finite mixture models in the literature for some simulated data sets. The performance of the FM-MSTIL in cluster analysis is also investigated. We show that the FMMSTIL-R, a nested version of the FM-MSTIL, performs well for automatic gating tasks on some flow cytometry data sets in the FlowCap-I challenge. The FM-MSTIL-R achieved a better overall score than all other competing algorithms in the original challenge. An efficient implementation of the FM-MSTIL is available as an R package in GitHub.
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具有独立逻辑偏态函数的多元偏态学生t分布的有限混合
本文将Kwong和Nadarajah(2021)中引入的具有独立逻辑偏态函数(MSTIL)的多元偏态t分布扩展到有限混合模型(FM-MSTIL)。提出了一种随机em型算法来拟合FM-MSTIL,并提出了一种分裂分层算法来进行初始化和模型选择。我们证明了该模型在某些模拟数据集上优于文献中其他有限混合模型。本文还研究了FM-MSTIL在聚类分析中的性能。我们证明FMMSTIL-R,一个嵌套版本的FM-MSTIL,在FlowCap-I挑战中对一些流式细胞术数据集的自动门控任务表现良好。FM-MSTIL-R在最初的挑战中取得了比所有其他竞争算法更好的总分。FM-MSTIL的有效实现可以在GitHub中以R包的形式获得。
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来源期刊
CiteScore
1.60
自引率
10.00%
发文量
30
审稿时长
>12 weeks
期刊介绍: The Brazilian Journal of Probability and Statistics aims to publish high quality research papers in applied probability, applied statistics, computational statistics, mathematical statistics, probability theory and stochastic processes. More specifically, the following types of contributions will be considered: (i) Original articles dealing with methodological developments, comparison of competing techniques or their computational aspects. (ii) Original articles developing theoretical results. (iii) Articles that contain novel applications of existing methodologies to practical problems. For these papers the focus is in the importance and originality of the applied problem, as well as, applications of the best available methodologies to solve it. (iv) Survey articles containing a thorough coverage of topics of broad interest to probability and statistics. The journal will occasionally publish book reviews, invited papers and essays on the teaching of statistics.
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