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Advances in Data Analysis and Classification

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16-11-2022 | Regular Article

A dual subspace parsimonious mixture of matrix normal distributions

Authors: Alex Sharp, Glen Chalatov, Ryan P. Browne

Published in: Advances in Data Analysis and Classification | Issue 3/2023

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Abstract

We present a parsimonious dual-subspace clustering approach for a mixture of matrix-normal distributions. By assuming certain principal components of the row and column covariance matrices are equally important, we express the model in fewer parameters without sacrificing discriminatory information. We derive update rules for an ECM algorithm and set forth necessary conditions to ensure identifiability. We use simulation to demonstrate parameter recovery, and we illustrate the parsimony and competitive performance of the model through two data analyses.

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Title: A dual subspace parsimonious mixture of matrix normal distributions
Authors: Alex Sharp
Glen Chalatov
Ryan P. Browne
Publication date: 16-11-2022
Publisher: Springer Berlin Heidelberg
Published in: Advances in Data Analysis and Classification / Issue 3/2023
Print ISSN: 1862-5347
Electronic ISSN: 1862-5355
DOI: https://doi.org/10.1007/s11634-022-00526-2

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