A Robust Model-Based Clustering based on the Geometric Median

A Robust Model-Based Clustering Based on the Geometric Median and the Median Covariation Matrix - 2023

Research Paper on A Robust Model-Based Clustering Based on the Geometric Median and the Median Covariation Matrix

Research Area: Machine Learning

Abstract:

Grouping observations into homogeneous groups is a recurrent task in statistical data analysis. We consider Gaussian Mixture Models, which are the most famous parametric model-based clustering method. We propose a new robust approach for model-based clustering, which consists in a modification of the EM algorithm (more specifically, the M-step) by replacing the estimates of the mean and the variance by robust versions based on the median and the median covariation matrix. All the proposed methods are available in the R package RGMM accessible on CRAN.

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Author(s) Name: Antoine Godichon-Baggioni & Stéphane Robin

Journal name: Statistics and Computing

Conferrence name:

Publisher name: Springer

DOI: 10.1007/s11222-023-10362-9

Volume Information: Volume 34, (2024)

Paper Link: https://link.springer.com/article/10.1007/s11222-023-10362-9

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