Growth mixture models (GMMs) are used to model intra-individual change and inter-individual differences in change and to detect underlying group structure in longitudinal studies. Regularly, these models are fitted under the assumption of normality, an assumption that is frequently invalid. To this end, this thesis focuses on the development of novel non-elliptical growth mixture models to better fit real data. Two non-elliptical growth mixture models, via the multivariate skew-t distribution and the generalized hyperbolic distribution, are developed and applied to simulated and real data. Furthermore, these two non-elliptical growth mixture models are extended to accommodate missing values, which are near-ubiquitous in real data.
Recently, finite mixtures of non-elliptical distributions have flourished and facilitated the flexible clustering of the data featuring longer tails and asymmetry. However, in practice, real data often have missing values, and so work in this direction is also pursued. A novel approach, via mixtures of the generalized hyperbolic distribution and mixtures of the multivariate skew-t distributions, is presented to handle missing values in mixture model-based clustering context. To increase parsimony, families of mixture models have been developed by imposing constraints on the component scale matrices whenever missing data occur. Next, a mixture of generalized hyperbolic factor analyzers model is also proposed to cluster high-dimensional data with different patterns of missing values. Two missingness indicator matrices are also introduced to ease the computational burden. The algorithms used for parameter estimation are presented, and the performance of the methods is illustrated on simulated and real data. / Thesis / Doctor of Philosophy (PhD)
| Identifer | oai:union.ndltd.org:mcmaster.ca/oai:macsphere.mcmaster.ca:11375/21987 |
| Date | January 2017 |
| Creators | Wei, Yuhong |
| Contributors | McNicholas, Paul, Mathematics and Statistics |
| Source Sets | McMaster University |
| Language | English |
| Detected Language | English |
| Type | Thesis |
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