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Learning-based EM algorithm for normal-inverse Gaussian mixture model with application to extrasolar planets

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  • Wen-Liang Hung
  • Shou-Jen Chang-Chien

Abstract

Karlis and Santourian [14] proposed a model-based clustering algorithm, the expectation–maximization (EM) algorithm, to fit the mixture of multivariate normal-inverse Gaussian (NIG) distribution. However, the EM algorithm for the mixture of multivariate NIG requires a set of initial values to begin the iterative process, and the number of components has to be given a priori. In this paper, we present a learning-based EM algorithm: its aim is to overcome the aforementioned weaknesses of Karlis and Santourian's EM algorithm [14]. The proposed learning-based EM algorithm was first inspired by Yang et al. [24]: the process of how they perform self-clustering was then simulated. Numerical experiments showed promising results compared to Karlis and Santourian's EM algorithm. Moreover, the methodology is applicable to the analysis of extrasolar planets. Our analysis provides an understanding of the clustering results in the ln P−ln M and ln P−e spaces, where M is the planetary mass, P is the orbital period and e is orbital eccentricity. Our identified groups interpret two phenomena: (1) the characteristics of two clusters in ln P−ln M space might be related to the tidal and disc interactions (see [9]); and (2) there are two clusters in ln P−e space.

Suggested Citation

  • Wen-Liang Hung & Shou-Jen Chang-Chien, 2017. "Learning-based EM algorithm for normal-inverse Gaussian mixture model with application to extrasolar planets," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(6), pages 978-999, April.
  • Handle: RePEc:taf:japsta:v:44:y:2017:i:6:p:978-999
    DOI: 10.1080/02664763.2016.1190322
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    References listed on IDEAS

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    1. Leonenko, N.N. & Petherick, S. & Sikorskii, A., 2012. "A normal inverse Gaussian model for a risky asset with dependence," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 109-115.
    2. Wen-Liang Hung & Shou-Jen Chang-Chien & Miin-Shen Yang, 2015. "An intuitive clustering algorithm for spherical data with application to extrasolar planets," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(10), pages 2220-2232, October.
    3. Karlis, Dimitris, 2002. "An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution," Statistics & Probability Letters, Elsevier, vol. 57(1), pages 43-52, March.
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    Cited by:

    1. Michael P. B. Gallaugher & Salvatore D. Tomarchio & Paul D. McNicholas & Antonio Punzo, 2022. "Multivariate cluster weighted models using skewed distributions," 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. 16(1), pages 93-124, March.
    2. Naderi, Mehrdad & Hung, Wen-Liang & Lin, Tsung-I & Jamalizadeh, Ahad, 2019. "A novel mixture model using the multivariate normal mean–variance mixture of Birnbaum–Saunders distributions and its application to extrasolar planets," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 126-138.

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