Hypothesis Testing for Mixture Model Selection

Gaussian mixture models with eigen-decomposed covariance structures, i.e. the Gaussian parsimonious clustering models (GPCM), make up the most popular family of mixture models for clustering and classification. Although the GPCM family has been used for almost 20 years, selecting the best member of the family in a given situation remains a troublesome problem. Likelihood ratio (LR) tests are developed to tackle this problem; given a number of …