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EM algorithms for multivariate Gaussian mixture models with truncated and censored data

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  • Lee, Gyemin
  • Scott, Clayton

Abstract

We present expectation–maximization (EM) algorithms for fitting multivariate Gaussian mixture models to data that are truncated, censored or truncated and censored. These two types of incomplete measurements are naturally handled together through their relation to the multivariate truncated Gaussian distribution. We illustrate our algorithms on synthetic and flow cytometry data.

Suggested Citation

  • Lee, Gyemin & Scott, Clayton, 2012. "EM algorithms for multivariate Gaussian mixture models with truncated and censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2816-2829.
    • Handle: RePEc:eee:csdana:v:56:y:2012:i:9:p:2816-2829
    DOI: 10.1016/j.csda.2012.03.003
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    1. Biernacki, Christophe & Celeux, Gilles & Govaert, Gerard & Langrognet, Florent, 2006. "Model-based cluster and discriminant analysis with the MIXMOD software," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 587-600, November.
    2. Gelman A., 2004. "Parameterization and Bayesian Modeling," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 537-545, January.
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