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Author:

Guan, R. (Guan, R..) | Rong, Y. (Rong, Y..) | Cheng, W. (Cheng, W..) | Xin, Z. (Xin, Z..)

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EI Scopus

Abstract:

In light of the rapid technological advancements witnessed in recent decades, numerous disciplines have been inundated with voluminous datasets characterized by multimodality, heavy-tailed distributions, and prevalent missing information. Consequently, the task of effectively modeling such intricate data poses a formidable yet indispensable challenge. This paper endeavors to address this challenge by introducing a novel finite mixture model predicated upon the generalized t distribution, tailored specifically to accommodate two-sided censored observations, thereby establishing a foundational framework for modeling this complex data structure. To facilitate parameter estimation within this model, we devise a variant of the EM-type algorithm, amalgamating the profile likelihood approach with the classical Expectation Conditional Maximization algorithm. Notably, this hybridized methodology affords analytical expressions in the E-step and a tractable M-step, thereby substantially enhancing computational expediency and efficiency. Furthermore, we furnish closed-form expressions delineating the observed information matrix, pivotal for approximating the asymptotic covariance matrix of the MLEs within this mixture model. To empirically evaluate the efficacy of the proposed algorithm, a series of simulation studies are conducted, demonstrating promising performance across various artificial datasets. Additionally, the practical applicability of the proposed methodology is elucidated through its deployment on two real-world datasets, thereby underscoring its feasibility and utility in practical settings. © The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2024.

Keyword:

Finite mixture model EM-type algorithms Generalized t distribution Censoring

Author Community:

  • [ 1 ] [Guan R.]Key Laboratory of Network Information System Technology, Aerospace Information Research Institute, Chinese Academy of Sciences, Beijing, 100094, China
  • [ 2 ] [Rong Y.]Faculty of Science, Beijing University of Technology, Beijing, 100124, China
  • [ 3 ] [Cheng W.]Faculty of Science, Beijing University of Technology, Beijing, 100124, China
  • [ 4 ] [Xin Z.]Master of management, EBS Universität für Wirtschaft und Recht, Oestrich-Winkel, 65375, Germany

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Source :

Annals of Data Science

ISSN: 2198-5804

Year: 2024

Issue: 1

Volume: 12

Page: 341-379

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 5

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