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Activity Number:
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156
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Type:
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Topic Contributed
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Date/Time:
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Monday, August 1, 2016 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Nonparametric Statistics
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Abstract #320481
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View Presentation
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Title:
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Clustering via Finite Nonparametric ICA Mixture Models
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Author(s):
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David Hunter* and Xiaotian Zhu
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Companies:
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Penn State University and AbbVie
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Keywords:
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Abstract:
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We propose an extension of non-parametric multivariate finite mixture models by dropping the standard conditional independence assumption and incorporating the independent component analysis (ICA) structure instead. We formulate an objective function in terms of penalized smoothed Kullback-Leibler distance and introduce the nonlinear smoothed majorization-minimization independent component analysis (NSMM-ICA) algorithm for optimizing this function and estimating the model parameters. We have implemented a practical version of this algorithm, which utilizes the FastICA algorithm, in the R package icamix. We illustrate this new methodology using several applications in unsupervised learning and image processing.
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Authors who are presenting talks have a * after their name.
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