Model-Based Classification via Mixtures of Multivariate t-Factor Analyzers

Abstract

A model-based classification technique is developed, based on mixtures of multivariate t-factor analyzers. Specifically, two related mixture models are developed and their classification efficacy studied. An AECM algorithm is used for parameter estimation, and convergence of these algorithms is determined using Aitken's acceleration. Two different techniques are proposed for model selection: the BIC and the ICL. Our classification technique is applied to data on red wine samples from Italy and to fatty acid measurements on Italian olive oils. These results are discussed and compared to more established classification techniques; under this comparison, our mixture models give excellent classification performance.

Keywords:

• Mixture models
• Model-based classification
• Multivariate t-distribution
• t-Factor analyzers

Mathematics Subject Classification:

• 62H30
• 62H25