Seventh Scientific Meeting of the
CLAssification and Data Analysis Group
of the Italian Statistical Society
Università di Catania (Italy) - September 9-11, 2009

Tutorial on mixture modeling

A Cladag tutorial on mixture modeling has been organized on September 7-8, 2009.
The tutorial will take place at the Computer Room of the Faculty of Economics, Corso delle Provincie, 36 (about 150m away from the main building in Corso Italia, 55).

Topics and lecturers:

Mixtures of distributions - Wilfried Seidel and Krunoslav Sever (Helmut Schmidt Universitat, Hamburg, Germany). Monday, September 7, h. 9:00-13:00, 14:30-18:30.

  • Mixture distributionsition and basic properties; Parametrization and identifiability
  • Data and Statistical Problems. Labelled and unlabelled data; Estimation of mixture parameters, testing; Clustering; Discriminant analysis
  • Review of estimation techniques
  • Likelihood methods. Properties of likelihood function; Asymptotics; Nonparametric and parametric maximum likelihood estimation; EM algorithm; Model selection
  • Applications

Mixtures of linear models- (Christian Hennig, University College London, Great Britain) Tuesday, September 8, h. 9:00-13:00, 14:30-18:30.

  • Cluster validation, robustness and stability in mixture modellingluster validation, robustness and stability in mixture modelling
  • Robustness and stability problems in cluster analysis
  • Cluster validation by visualisation and stability assessment
  • The "noise component" to deal with outliers in Gaussian mixtures
  • Overview of robustness theory
  • Finite mixtures of linear models
  • The regression mixture model
    • Identifiabilty
    • EM algorithm
    • Software
    • Overview of related topics:  Mixtures of generalised linear models, Random effects linear models, Model selection.