Variational Bayesian Inference For A Scale Mixture Of Normal Distributions Handling Missing Data

Autor: Revillon, G., Djafari, A., Enderli, C.
Rok vydání: 2017
Předmět:
Druh dokumentu: Working Paper
Popis: In this paper, a scale mixture of Normal distributions model is developed for classification and clustering of data having outliers and missing values. The classification method, based on a mixture model, focuses on the introduction of latent variables that gives us the possibility to handle sensitivity of model to outliers and to allow a less restrictive modelling of missing data. Inference is processed through a Variational Bayesian Approximation and a Bayesian treatment is adopted for model learning, supervised classification and clustering.
Databáze: arXiv