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Variational Bayes approximations for clustering via mixtures of normal inverse Gaussian distributions

  • Sanjeena SubediEmail author
  • Paul D. McNicholas
Regular Article

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.

Keywords

Clustering MNIG NIG Normal inverse Gaussian   Variational approximations Variational Bayes 

Mathematics Subject Classification

62H30 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2014

Authors and Affiliations

  1. 1.Department of Mathematics and StatisticsUniversity of GuelphGuelphCanada

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