seminars:stat:180419
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| + | Bayesian Approach to Parameter Estimation and Clustering for | ||
| + | the Mixtures of Multivariate Normal Inverse Gaussian Distributions | ||
| + | Abstract: Increasingly, | ||
| + | attention for mixture model-based clustering particularly when dealing | ||
| + | with data that exhibit features such as skewness and heavy tails. One | ||
| + | such mixture distribution is the mixtures of multivariate normal | ||
| + | inverse Gaussian (MNIG) distribution. MNIG arises from a mean-variance | ||
| + | mixture of a multivariate Gaussian distribution with the inverse | ||
| + | Gaussian distribution. A mixture of MNIG distributions has the | ||
| + | flexibility to represent both skewed and symmetric clusters as well as | ||
| + | their mixture, which makes them suitable for a wide range of datasets. | ||
| + | In this talk, I will focus on an approach for parameter estimation of | ||
| + | mixtures of MNIG distributions in a Bayesian framework via a Gibbs | ||
| + | scheme. Novel approaches to simulate univariate generalized inverse | ||
| + | Gaussian (GIG) random variables and matrix generalized inverse | ||
| + | Gaussian (MGIG) random matrices will be provided. The proposed | ||
| + | algorithm will be applied to both simulated and real data. Some future | ||
| + | work on extending | ||
| + | mixture model framework will also be discussed. | ||
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