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

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 …