We address two important statistical problems: that of estimating for mixtures of multivariate normal distributions and mixtures of $t$-distributions based of univariate projections, and that of measuring the agreement between two different random partitions. The results are based on an earlier work of the authors, where it was shown that mixtures of multivariate Gaussian or $t$-distributions can be distinguished by projecting them onto a certain predetermined finite set of lines, the number of lines depending only on the total number of distributions involved and on the ambient dimension. We also compare our proposal with robust versions of the expectation-maximization method EM. In each case, we present algorithms for effecting the task, and compare them with existing methods by carrying out some simulati
翻译:我们解决了两个重要的统计问题:基于单变量投影估计多元正态分布混合与$t$-分布混合的问题,以及度量两种不同随机划分之间一致性的问题。这些结果基于作者先前的工作,该工作证明了多元高斯分布或$t$-分布的混合可以通过将其投影到某个预先确定的有限直线集合上来区分,所需直线数量仅取决于所涉及分布的总数和环境维度。我们还将我们的方案与期望最大化方法EM的鲁棒版本进行比较。在每种情况下,我们都提出了实现任务的算法,并通过模拟实验与现有方法进行了比较。