Matrix-variate distributions represent a natural way for modeling random matrices. Realizations from random matrices are generated by the simultaneous observation of variables in different situations or locations, and are commonly arranged in three-way data structures. Among the matrix-variate distributions, the matrix normal density plays the same pivotal role as the multivariate normal distribution in the family of multivariate distributions. In this work we define and explore finite mixtures of matrix normals and show that they can be a powerful tool for classifying three-way data in unsupervised problems.

Cinzia Viroli (2010). Classifying three-way data through Matrix-Normal Mixtures. s.l : s.n.

Classifying three-way data through Matrix-Normal Mixtures

VIROLI, CINZIA
2010

Abstract

Matrix-variate distributions represent a natural way for modeling random matrices. Realizations from random matrices are generated by the simultaneous observation of variables in different situations or locations, and are commonly arranged in three-way data structures. Among the matrix-variate distributions, the matrix normal density plays the same pivotal role as the multivariate normal distribution in the family of multivariate distributions. In this work we define and explore finite mixtures of matrix normals and show that they can be a powerful tool for classifying three-way data in unsupervised problems.
2010
Proceedings of the 45th Scientific Meeting of the Italian Statistical Society
1
8
Cinzia Viroli (2010). Classifying three-way data through Matrix-Normal Mixtures. s.l : s.n.
Cinzia Viroli
File in questo prodotto:
Eventuali allegati, non sono esposti

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/90233
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact