隐藏截断双曲分布、其有限混合及其在聚类中的应用

Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering

Journal of Multivariate Analysis · 2017
被引 24
ABS 3

中文导读

提出隐藏截断双曲分布,推导其密度和随机表示,证明有限混合的可识别性,并展示其在聚类中的应用。

Abstract

A hidden truncation hyperbolic (HTH) distribution is introduced and finite mixtures thereof are applied for clustering. A stochastic representation of the HTH distribution is given and a density is derived. A hierarchical representation is described, which aids in parameter estimation. Finite mixtures of HTH distributions are presented and their identifiability is proved. The convexity of the HTH distribution is discussed, which is important in clustering applications, and some theoretical results in this direction are presented. The relationship between the HTH distribution and other skewed distributions in the literature is discussed. Illustrations are provided—both of the HTH distribution and application of finite mixtures thereof for clustering.

聚类分析统计分布数学优化应用数学