Mixture models and atypical values |
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| Authors: | N A Campbell |
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| Institution: | (1) Division of Mathematics and Statistics, CSIRO, 6014 Wembley, Western Australia, Australia |
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| Abstract: | The resolution of a mixture of two or more populations into its component distributions may be markedly influenced by one or a few atypical values. The maximum likelihood solution effectively assigns (part of) each observation to one or another of the components via the posterior probabilities, even though the observation may be widely discrepant from all components. This paper presents a modification of the mixture problem, in which the typicality of each observation is considered, as well as the posterior probabilities, with the contribution of atypical observations being downweighted. The extension to the multivariate case is discussed. |
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| Keywords: | mixture models maximum likelihood solution atypical values multivariate case |
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