An efficient ECM algorithm for maximum likelihood estimation in mixtures of t-factor analyzers
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- Tzy-Chy Lin & Tsung-I Lin, 2010. "Supervised learning of multivariate skew normal mixture models with missing information," Computational Statistics, Springer, vol. 25(2), pages 183-201, June.
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- repec:eee:jmvana:v:161:y:2017:i:c:p:157-171 is not listed on IDEAS
- Lin, Tsung-I & McLachlan, Geoffrey J. & Lee, Sharon X., 2016. "Extending mixtures of factor models using the restricted multivariate skew-normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 398-413.
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- Anastasios Bellas & Charles Bouveyron & Marie Cottrell & Jérôme Lacaille, 2013. "Model-based clustering of high-dimensional data streams with online mixture of probabilistic PCA," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 7(3), pages 281-300, September.
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KeywordsAECM algorithm; ECM algorithm; EM algorithm; Maximum likelihood estimation; MFA; MtFA;
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