A robust model-based clustering based on the geometric median and the Median Covariation Matrix - Archive ouverte HAL
Pré-Publication, Document De Travail (Preprint/Prepublication) Année : 2022

A robust model-based clustering based on the geometric median and the Median Covariation Matrix

Stephane S. Robin

Résumé

Grouping observations into homogeneous groups is a recurrent task in statistical data analysis. We consider Gaussian Mixture Models, which are the most famous parametric model-based clustering method. We propose a new robust approach for model-based clustering, which consists in a modification of the EM algorithm (more specifically, the M-step) by replacing the estimates of the mean and the variance by robust versions based on the median and the median covariation matrix. All the proposed methods are available in the R package RGMM accessible on CRAN.
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Dates et versions

hal-03853744 , version 1 (15-11-2022)

Identifiants

  • HAL Id : hal-03853744 , version 1

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Antoine Godichon-Baggioni, Stephane S. Robin. A robust model-based clustering based on the geometric median and the Median Covariation Matrix. 2022. ⟨hal-03853744⟩
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