Mixtures of Shifted Asymmetric Laplace Distributions

A mixture of shifted asymmetric Laplace distributions is introduced and used for clustering and classification. A variant of the EM algorithm is developed for parameter estimation by exploiting the relationship with the general inverse Gaussian distribution. This approach is mathematically elegant and relatively computationally straightforward. Our novel mixture modelling approach is demonstrated on both simulated and real data to illustrate clustering and classification applications. In these analyses, our mixture of shifted asymmetric Laplace distributions performs favourably when compared to the popular Gaussian approach. This work, which marks an important step in the non-Gaussian model-based clustering and classification direction, concludes with discussion as well as suggestions for future work

Bayesian hierarchical clustering for studying cancer gene expression data with unknown statistics

Clustering analysis is an important tool in studying gene expression data. The Bayesian hierarchical clustering (BHC) algorithm can automatically infer the number of clusters and uses Bayesian model selection to improve clustering quality. In this paper, we present an extension of the BHC algorithm. Our Gaussian BHC (GBHC) algorithm represents data as a mixture of Gaussian distributions. It uses normal-gamma distribution as a conjugate prior on the mean and precision of each of the Gaussian components. We tested GBHC over 11 cancer and 3 synthetic datasets. The results on cancer datasets show that in sample clustering, GBHC on average produces a clustering partition that is more concordant with the ground truth than those obtained from other commonly used algorithms. Furthermore, GBHC frequently infers the number of clusters that is often close to the ground truth. In gene clustering, GBHC also produces a clustering partition that is more biologically plausible than several other state-of-the-art methods. This suggests GBHC as an alternative tool for studying gene expression data. The implementation of GBHC is available at https://sites. google.com/site/gaussianbhc

Non-Gaussian velocity distributions in excited granular matter in the absence of clustering

The velocity distribution of spheres rolling on a slightly tilted rectangular two dimensional surface is obtained by high speed imaging. The particles are excited by periodic forcing of one of the side walls. Our data suggests that strongly non-Gaussian velocity distributions can occur in dilute granular materials even in the absence of significant density correlations or clustering. When the surface on which the particles roll is tilted further to introduce stronger gravitation, the collision frequency with the driving wall increases and the velocity component distributions approach Gaussian distributions of different widths.Comment: 4 pages, 5 figures. Additional information at http://physics.clarku.edu/~akudrolli/nls.htm

Mixtures of Skew-t Factor Analyzers

In this paper, we introduce a mixture of skew-t factor analyzers as well as a family of mixture models based thereon. The mixture of skew-t distributions model that we use arises as a limiting case of the mixture of generalized hyperbolic distributions. Like their Gaussian and t-distribution analogues, our mixture of skew-t factor analyzers are very well-suited to the model-based clustering of high-dimensional data. Imposing constraints on components of the decomposed covariance parameter results in the development of eight flexible models. The alternating expectation-conditional maximization algorithm is used for model parameter estimation and the Bayesian information criterion is used for model selection. The models are applied to both real and simulated data, giving superior clustering results compared to a well-established family of Gaussian mixture models

Semi-supervised cross-entropy clustering with information bottleneck constraint

In this paper, we propose a semi-supervised clustering method, CEC-IB, that models data with a set of Gaussian distributions and that retrieves clusters based on a partial labeling provided by the user (partition-level side information). By combining the ideas from cross-entropy clustering (CEC) with those from the information bottleneck method (IB), our method trades between three conflicting goals: the accuracy with which the data set is modeled, the simplicity of the model, and the consistency of the clustering with side information. Experiments demonstrate that CEC-IB has a performance comparable to Gaussian mixture models (GMM) in a classical semi-supervised scenario, but is faster, more robust to noisy labels, automatically determines the optimal number of clusters, and performs well when not all classes are present in the side information. Moreover, in contrast to other semi-supervised models, it can be successfully applied in discovering natural subgroups if the partition-level side information is derived from the top levels of a hierarchical clustering

A general theory for robust clustering via trimmed mean

Clustering is a fundamental tool in statistical machine learning in the presence of heterogeneous data. Many recent results focus primarily on optimal mislabeling guarantees, when data are distributed around centroids with sub-Gaussian errors. Yet, the restrictive sub-Gaussian model is often invalid in practice, since various real-world applications exhibit heavy tail distributions around the centroids or suffer from possible adversarial attacks that call for robust clustering with a robust data-driven initialization. In this paper, we introduce a hybrid clustering technique with a novel multivariate trimmed mean type centroid estimate to produce mislabeling guarantees under a weak initialization condition for general error distributions around the centroids. A matching lower bound is derived, up to factors depending on the number of clusters. In addition, our approach also produces the optimal mislabeling even in the presence of adversarial outliers. Our results reduce to the sub-Gaussian case when errors follow sub-Gaussian distributions. To solve the problem thoroughly, we also present novel data-driven robust initialization techniques and show that, with probabilities approaching one, these initial centroid estimates are sufficiently good for the subsequent clustering algorithm to achieve the optimal mislabeling rates. Furthermore, we demonstrate that the Lloyd algorithm is suboptimal for more than two clusters even when errors are Gaussian, and for two clusters when errors distributions have heavy tails. Both simulated data and real data examples lend further support to both of our robust initialization procedure and clustering algorithm.Comment: 51 pages, corrected typo