A mixture model approach for clustering longitudinal data is introduced. The approach, which is based on mixtures of multivariate power exponential distributions, allows for varying tail-weight and peakedness in data. In the longitudinal setting, this corresponds to more or less concentration around the most central time course in a component. The models utilize a modified Cholesky decomposition of the component scale matrices and the associated maximum likelihood estimators are derived via a generalized expectation-maximization algorithm. / Thesis / Master of Science (MSc)
Identifer | oai:union.ndltd.org:mcmaster.ca/oai:macsphere.mcmaster.ca:11375/20406 |
Date | January 2016 |
Creators | Patel, Nidhi |
Contributors | McNicholas, Paul, Statistics |
Source Sets | McMaster University |
Language | English |
Detected Language | English |
Type | Thesis |
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