基于多元偏态分布的函数数据聚类加权模型
Cluster weighted models with multivariate skewed distributions for functional data
AI总结:
该研究提出funWeightClustSkew聚类方法,基于函数线性回归模型混合体与三种偏态多元分布,遵循funHDDC框架扩展聚类加权模型至函数数据,构建EM算法估计参数,在模拟数据和空气质量数据集上验证了性能。
摘要:
我们提出一种聚类方法funWeightClustSkew,该方法基于函数线性回归模型的混合体以及三种偏态多元分布:方差-伽马分布、偏态t分布和正态逆高斯分布。我们的方法遵循函数高维数据聚类(funHDDC)方法的框架,并将用于有限维多元数据的基于偏态分布的聚类加权模型扩展到函数数据。我们考虑了几种简约模型,并构建期望最大化(EM)算法来估计参数。我们通过模拟数据和空气质量数据集验证了funWeightClustSkew的性能。
英文摘要:
We propose a clustering method, funWeightClustSkew, based on mixtures of functional linear regression models and three skewed multivariate distributions: the variance-gamma distribution, the skew-t distribution, and the normal-inverse Gaussian distribution. Our approach follows the framework of the functional high dimensional data clustering (funHDDC) method, and we extend to functional data the cluster weighted models based on skewed distributions used for finite dimensional multivariate data. We consider several parsimonious models, and to estimate the parameters we construct an expectation maximization (EM) algorithm. We illustrate the performance of funWeightClustSkew for simulated data and for the Air Quality dataset.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。