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Mixtures of skewed matrix variate bilinear factor analyzers

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Abstract

In recent years, data have become increasingly higher dimensional and, therefore, an increased need has arisen for dimension reduction techniques for clustering. Although such techniques are firmly established in the literature for multivariate data, there is a relative paucity in the area of matrix variate, or three-way, data. Furthermore, the few methods that are available all assume matrix variate normality, which is not always sensible if cluster skewness or excess kurtosis is present. Mixtures of bilinear factor analyzers using skewed matrix variate distributions are proposed. In all, four such mixture models are presented, based on matrix variate skew-t, generalized hyperbolic, variance-gamma, and normal inverse Gaussian distributions, respectively.

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Acknowledgements

The authors are grateful for the helpful comments of two anonymous reviewers. This work was supported by a Vanier Canada Graduate Scholarship (Gallaugher), the Canada Research Chairs program (McNicholas), and an E.W.R. Steacie Memorial Fellowship (McNicholas).

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  1. Department of Mathematics and Statistics, McMaster University, Hamilton, ON, Canada

    Michael P. B. Gallaugher & Paul D. McNicholas

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  1. Michael P. B. Gallaugher
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  2. Paul D. McNicholas
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Correspondence to Paul D. McNicholas.

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Gallaugher, M.P.B., McNicholas, P.D. Mixtures of skewed matrix variate bilinear factor analyzers. Adv Data Anal Classif 14, 415–434 (2020). https://doi.org/10.1007/s11634-019-00377-4

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