Robust Mixture Modeling Fitted via Spatial-EM Algorithm for
Model-Based Clustering and Outlier Detection
Description
The Spatial-EM is a new robust EM algorithm for the finite
mixture learning procedures. The algorithm utilizes median-
based location and rank-based scatter estimators to replace sample
mean and sample covariance matrix in each M step, hence enhancing
stability and robustness of the algorithm. To understand more about
this algorithm, read the article
''Yu, K., Dang, X., Bart Jr, H. and Chen, Y. (2015). Robust Model-
based Learning via Spatial-EM Algorithm. IEEE Transactions on
Knowledge and Data Engineering, 27(6), 1670-1682.
doi:10.1109/TKDE.2014.2373355''.