Abstract
Parameter estimation for model-based clustering using a finite mixture of normal inverse Gaussian (NIG) distributions is achieved through variational Bayes approximations. Univariate NIG mixtures and multivariate NIG mixtures are considered. The use of variational Bayes approximations here is a substantial departure from the traditional EM approach and alleviates some of the associated computational complexities and uncertainties. Our variational algorithm is applied to simulated and real data. The paper concludes with discussion and suggestions for future work.
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This work was supported by a Postgraduate Scholarship from the Natural Sciences and Engineering Research Council of Canada, an Early Researcher Award from the Ontario Ministry of Research and Innovation, and the University Research Chair in Computational Statistics. The authors gratefully acknowledge the very helpful comments of three anonymous reviewers and a guest editor.
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Subedi, S., McNicholas, P.D. Variational Bayes approximations for clustering via mixtures of normal inverse Gaussian distributions. Adv Data Anal Classif 8, 167–193 (2014). https://doi.org/10.1007/s11634-014-0165-7
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DOI: https://doi.org/10.1007/s11634-014-0165-7