Title: Fuzzy clustering of multivariate skew data
Authors: Luis Angel Garcia-Escudero - Universidad de Valladolid (Spain)
Francesca Greselin - University of Milano Bicocca (Italy) [presenting]
Agustin Mayo-Iscar - Universidad de Valladolid (Spain)
Abstract: With the increasing availability of multivariate datasets, asymmetric structures in the data ask for more realistic assumptions, with respect to the incredibly useful paradigm given by the Gaussian distribution. Moreover, in performing ML estimation we know that a few outliers in the data can affect the estimation, hence providing unreliable inference. Challenged by such issues, more flexible and solid tools for modeling heterogeneous skew data are needed. Our fuzzy clustering method is based on mixtures of Skew Gaussian components, endowed by the joint usage of impartial trimming and constrained estimation of scatter matrices, in a modified maximum likelihood approach. The algorithm generates a set of membership values, that are used to fuzzy partition the data set and to contribute to the robust estimates of the mixture parameters. The new methodology has been shown to be resistant to different types of contamination, by applying it on artificial data. A brief discussion on the tuning parameters has been developed, also with the help of some heuristic tools for their choice. Finally, synthetic and real dataset are analyzed, to show how intermediate membership values are estimated for observations lying at cluster overlap, while cluster cores are composed by observations that are assigned to a cluster in a crisp way.