On June 19th 2015, 11.30h at Dipartimento di Statistica e Metodi Quantitativi
Sala del Consiglio (edificio U7, 4° piano, 4064) Via Bicocca degli Arcimboldi, 8 – 20126 Milano
Agustín Mayo-Iscar - Universidad de Valladolid and IMUVA will give a talk on
“Robust model-based clustering and mixture modeling by using trimming and restrictions”
Abstract
The use of trimming procedures is common in many statistical settings to achieve
robustness against outlying observations. Notably, to obtain robustness in model-based
clustering and mixture modeling, the only adoption of trimming is not enough. Constraints
on the scatters, corresponding to the clusters or to the mixture components, are needed
too. The talk presents robust methodology based on the joint application of trimming and
feasible restrictions for different clusters and mixture models settings. As it is typical in all
proposals designed for this aim, some input parameter needs to chosen, to set the
trimming level and the scatter constraints. Data driven tools for helping the user in
choosing such values will be also presented.
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