Unsupervised classification with a family of parsimonious contaminated shifted asymmetric Laplace mixtures

Abstract

A family of parsimonious contaminated shifted asymmetric Laplace mixtures is developed for unsupervised classification of asymmetric clusters in the presence of outliers and noise. A series of constraints are applied to a modified factor analyzer structure of the component scale matrices, yielding a family of twelve models. Application of the modified factor analyzer structure and these parsimonious constraints makes these models effective for the analysis of high-dimensional data by reducing the number of free parameters that need to be estimated. A variant of the expectation-maximization algorithm is developed for parameter estimation with convergence issues being discussed and addressed. Popular model selection criteria like the Bayesian information criterion and the integrated complete likelihood (ICL) are utilized, and a novel modification to the ICL is also considered. Through a series of simulation studies and real data analyses, that includes comparisons to well-established methods, we demonstrate the improvements in classification performance found using the proposed family of models.