A Hybrid Mixture of $t$-Factor Analyzers for Clustering High-dimensional Data
用于高维数据聚类的混合式t因子分析器混合模型
This paper develops a novel hybrid approach for estimating the mixture model of $t$-factor analyzers (MtFA) that employs multivariate $t$-distribution and factor model to cluster and characterize grouped data. The traditional estimation method for MtFA faces computational challenges, particularly in high-dimensional settings, where the eigendecomposition of large covariance matrices and the iterative nature of Expectation-Maximization (EM) algorithms lead to scalability…