Quantile-Based Estimation of the Finite Cauchy Mixture Model

Symmetry

Jochen Einbeck¹  ZakiahI. Kalantan² 

[1] Department of Mathematical Sciences and Institute for Data Science, Durham University, Durham DH1 3LE, UK;Department of Statistics, Faculty of Science, King Abdulaziz University, Jeddah 21589, Saudi Arabia;

关键词: cauchy distribution;    mixture model;    outliers;    weighted quantiles;    image analysis;   

DOI  :  10.3390/sym11091186

来源: DOAJ

【 摘 要 】

Heterogeneity and outliers are two aspects which add considerable complexity to the analysis of data. The Cauchy mixture model is an attractive device to deal with both issues simultaneously. This paper develops an Expectation-Maximization-type algorithm to estimate the Cauchy mixture parameters. The main ingredient of the algorithm are appropriately weighted component-wise quantiles which can be efficiently computed. The effectiveness of the method is demonstrated through a simulation study, and the techniques are illustrated by real data from the fields of psychology, engineering and computer vision.

【 授权许可】

Unknown