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For multivariate data of a continuous nature, attention has focussed on the use of multivariate normal components because of their computational convenience.

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Presentation on theme: "For multivariate data of a continuous nature, attention has focussed on the use of multivariate normal components because of their computational convenience."— Presentation transcript:

1 For multivariate data of a continuous nature, attention has focussed on the use of multivariate normal components because of their computational convenience. They can be easily fitted iteratively by maximum likelihood (ML) via the expectation-maximization (EM) algorithm (DLR (1977), McLachlan and Krishnan (1997)), as the iterates on the M-step are given in closed form. McLachlan and Krishnan (1997) In cluster analysis where a mixture model-based approach is widely adopted, the clusters in the data are often essentially elliptical in shape, so that it is reasonable to consider fitting mixtures of elliptically symmetric component densities. Within this class of component densities, the multivariate normal density is a convenient choice given its above-mentioned computational tractability. The Mixture Model-based approach

2 The EMMIX software is used for the fitting of the mixture of three normal components, The EMMIX algorithm has several options, including the option to carry out a resampling-based test for the number of components in the mixture model. Software

3 MODEL-BASED ML CLUSTERING ANALYSIS The goals are to determine the cluster assignment of each element and to estimate the mean  k and covariance matrix  k for each cluster. We assume that the population consists of a mixture of multivariate Gaussian classes. In the model considered the nth-dimensional observations Xi are drawn from g multinormal groups, each of which is characterized by a vector of parameters  k for k=1,2,3

4 RESULTS Class II Class III Class I Long/interm/ bright Interm/interm/ soft Short/faint/ hard


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