A Mixture of SDB Skew-t Factor Analyzers

Abstract: Mixtures of skew-t distributions offer a flexible choice for model-based clustering. A mixture model of this sort can be implemented using a variety of formulations of the skew-t distribution. Herein we develop a mixture of skew-t factor analyzers model for clustering of high-dimensional data using a flexible formulation of the skew-t distribution. Methodological details of our approach, which represents an extension of the mixture of factor analyzers model to a flexible skew-t distribution, are outlined and details of parameter estimation are provided. Clustering results are illustrated and compared to an alternative formulation of the mixture of skew-t factor analyzers model as well as the mixture of factor analyzers model.