Copula analysis of mixture models

Copula analysis of mixture models
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混合模型的 Copula 分析

DOI：
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发表时间：
2011
期刊：
Computational statistics (Zeitschrift)
影响因子：
--
通讯作者：
A. Chédin
A. Chédin
中科院分区：
--
文献类型：
--
作者：
M. Vrac;L. Billard;E. Diday;A. Chédin

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现代计算机收集的数据库可能太大，传统方法无法处理。目前的工作采取的数据，其观察分布函数（而不是单一的数值点值的经典数据），并提出了一种新的方法的计算统计方法分组的分布到类。聚类方法将搜索到的分区与混合密度的分解联系起来，通过分布函数和多维copula的概念。通过确定全球气候数据集的不同温度和湿度区域来说明新的聚类技术，并表明结果与标准EM算法方法获得的结果相比毫不逊色。
Contemporary computers collect databases that can be too large for classical methods to handle. The present work takes data whose observations are distribution functions (rather than the single numerical point value of classical data) and presents a computational statistical approach of a new methodology to group the distributions into classes. The clustering method links the searched partition to the decomposition of mixture densities, through the notions of a function of distributions and of multi-dimensional copulas. The new clustering technique is illustrated by ascertaining distinct temperature and humidity regions for a global climate dataset and shows that the results compare favorably with those obtained from the standard EM algorithm method.
On Bayesian analysis of mixtures with an unknown number of components. Discussion. Author's reply
DOI： --
发表时间： 1997
期刊： Journal of the royal statistical society series b-methodological
影响因子： --
作者：
S. Richardson;P. Green;Christian P. Robert;M. Aitkin;David R. Cox;Matthew Stephens;A. Polymenis;W. Gilks;A. Nobile;M. Hodgson;Anthony O'Hagan;N. Longford;A. Dawid;Anthony C. Atkinson;J. Bernardo;J. Besag;Stephen Brooks;S. Byers;A. Raftery;G. Celeux;R. Cheng;W. B. Liu;Yung-Hsin Chien;Edward I. George;N. Cressie;H.-C. Huang;M. Gruet;S. C. Heath;C. Jennison;Andrew B. Lawson;Allan Clark;Geoffrey J. McLachlan;D. Peel;K. Mengersen;A. George;Anne Philippe;Kathryn Roeder;Larry Wasserman;Peter Schlattmann;D. Böhning;D. M. Titterington;H. Tong;M. West
通讯作者： S. Richardson;P. Green;Christian P. Robert;M. Aitkin;David R. Cox;Matthew Stephens;A. Polymenis;W. Gilks;A. Nobile;M. Hodgson;Anthony O'Hagan;N. Longford;A. Dawid;Anthony C. Atkinson;J. Bernardo;J. Besag;Stephen Brooks;S. Byers;A. Raftery;G. Celeux;R. Cheng;W. B. Liu;Yung-Hsin Chien;Edward I. George;N. Cressie;H.-C. Huang;M. Gruet;S. C. Heath;C. Jennison;Andrew B. Lawson;Allan Clark;Geoffrey J. McLachlan;D. Peel;K. Mengersen;A. George;Anne Philippe;Kathryn Roeder;Larry Wasserman;Peter Schlattmann;D. Böhning;D. M. Titterington;H. Tong;M. West
High-dimensional multivariate probit analysis.
DOI： 10.2307/2532834
发表时间： 1996-12
期刊： Biometrics
影响因子： 1.9
作者：
R. D. Bock;Robert D. Gibbons
通讯作者： R. D. Bock;Robert D. Gibbons