29,463 research outputs found

    Mixtures of Shifted Asymmetric Laplace Distributions

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    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

    Parsimonious Shifted Asymmetric Laplace Mixtures

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    A family of parsimonious shifted asymmetric Laplace mixture models is introduced. We extend the mixture of factor analyzers model to the shifted asymmetric Laplace distribution. Imposing constraints on the constitute parts of the resulting decomposed component scale matrices leads to a family of parsimonious models. An explicit two-stage parameter estimation procedure is described, and the Bayesian information criterion and the integrated completed likelihood are compared for model selection. This novel family of models is applied to real data, where it is compared to its Gaussian analogue within clustering and classification paradigms

    Information-theoretic bounds and phase transitions in clustering, sparse PCA, and submatrix localization

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    We study the problem of detecting a structured, low-rank signal matrix corrupted with additive Gaussian noise. This includes clustering in a Gaussian mixture model, sparse PCA, and submatrix localization. Each of these problems is conjectured to exhibit a sharp information-theoretic threshold, below which the signal is too weak for any algorithm to detect. We derive upper and lower bounds on these thresholds by applying the first and second moment methods to the likelihood ratio between these "planted models" and null models where the signal matrix is zero. Our bounds differ by at most a factor of root two when the rank is large (in the clustering and submatrix localization problems, when the number of clusters or blocks is large) or the signal matrix is very sparse. Moreover, our upper bounds show that for each of these problems there is a significant regime where reliable detection is information- theoretically possible but where known algorithms such as PCA fail completely, since the spectrum of the observed matrix is uninformative. This regime is analogous to the conjectured 'hard but detectable' regime for community detection in sparse graphs.Comment: For sparse PCA and submatrix localization, we determine the information-theoretic threshold exactly in the limit where the number of blocks is large or the signal matrix is very sparse based on a conditional second moment method, closing the factor of root two gap in the first versio

    Intrinsic hole localization mechanism in magnetic semiconductors

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    The interplay between clustering and exchange coupling in magnetic semiconductors for the prototype (Ga_{1-x},Mn_x)As with manganese concentrations x of 1/16 and 1/32 in the interesting experimental range is investigated. For x ~ 6 %, when all possible arrangements of two atoms within a large supercell are considered, the clustering of Mn atoms at nearest-neighbour Ga sites is energetically preferred. As shown by spin density analysis, this minimum energy configuration localizes further one hole and reduces the effective charge carrier concentration. Also the exchange coupling constant increases to a value corresponding to lower Mn concentrations with decreasing inter Mn distance.Comment: Accepted for publication in Journal of Physics: Condensed Matte
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