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Finite mixtures, projection pursuit and tensor rank: a triangulation

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  • Nicola Loperfido

    (Università degli Studi di Urbino “Carlo Bo”)

Abstract

Finite mixtures of multivariate distributions play a fundamental role in model-based clustering. However, they pose several problems, especially in the presence of many irrelevant variables. Dimension reduction methods, such as projection pursuit, are commonly used to address these problems. In this paper, we use skewness-maximizing projections to recover the subspace which optimally separates the cluster means. Skewness might then be removed in order to search for other potentially interesting data structures or to perform skewness-sensitive statistical analyses, such as the Hotelling’s $$ T^{2}$$ T 2 test. Our approach is algebraic in nature and deals with the symmetric tensor rank of the third multivariate cumulant. We also derive closed-form expressions for the symmetric tensor rank of the third cumulants of several multivariate mixture models, including mixtures of skew-normal distributions and mixtures of two symmetric components with proportional covariance matrices. Theoretical results in this paper shed some light on the connection between the estimated number of mixture components and their skewness.

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  • Nicola Loperfido, 2019. "Finite mixtures, projection pursuit and tensor rank: a triangulation," 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. 13(1), pages 145-173, March.
    • Handle: RePEc:spr:advdac:v:13:y:2019:i:1:d:10.1007_s11634-018-0336-z
    DOI: 10.1007/s11634-018-0336-z
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    Cited by:

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    3. Vincenzo Basile & Stefano Cervellera & Carlo Cusatelli & Massimiliano Giacalone, 2024. "Top–down disaggregation of life expectancy up to municipal areas, using linear self-regressive spatial models," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(4), pages 3703-3724, August.
    4. Loperfido, Nicola, 2024. "The skewness of mean–variance normal mixtures," Journal of Multivariate Analysis, Elsevier, vol. 199(C).
    5. Jorge M. Arevalillo & Hilario Navarro, 2020. "Data projections by skewness maximization under scale mixtures of skew-normal vectors," 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. 14(2), pages 435-461, June.
    6. Mahdi Salehi & Andriette Bekker & Mohammad Arashi, 2023. "A Semi-parametric Density Estimation with Application in Clustering," Journal of Classification, Springer;The Classification Society, vol. 40(1), pages 52-78, April.
    7. Nicola Loperfido, 2023. "Kurtosis removal for data pre-processing," 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. 17(1), pages 239-267, March.

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