Journal article
Multivariate Response and Parsimony for Gaussian Cluster-Weighted Models
Abstract
A family of parsimonious Gaussian cluster-weighted models is presented. This family concerns a multivariate extension to cluster-weighted modelling that can account for correlations between multivariate responses. Parsimony is attained by constraining parts of an eigen-decomposition imposed on the component covariance matrices. A sufficient condition for identifiability is provided and an expectation-maximization algorithm is presented for …
Authors
Dang UJ; Punzo A; McNicholas PD; Ingrassia S; Browne RP
Journal
Journal of Classification, Vol. 34, No. 1, pp. 4–34
Publisher
Springer Nature
Publication Date
April 2017
DOI
10.1007/s00357-017-9221-2
ISSN
0176-4268