2015
DOI: 10.1109/tkde.2014.2373355
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Robust Model-Based Learning via Spatial-EM Algorithm

Abstract: This paper presents a new robust EM algorithm for the finite mixture learning procedures. The proposed Spatial-EM 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. It is robust to outliers and initial values. Compared with many robust mixture learning methods, the Spatial-EM has the advantages of simplicity in implementation and statistical efficiency. We apply… Show more

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Cited by 16 publications
(6 citation statements)
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“…The most straightforward outlier detection method, modelbased method, is to create a model for all samples, and then predict outliers as those having large deviations from the established profiles. For example, the Gaussian mixture model (GMM) [11] fits the whole dataset to a mixed Gaussian distribution and evaluates the parameters through the Expectation-Maximization [29] or a deep estimation network [12]. However, GMM needs to predetermine the appropriate cluster type and number, which are crucial and extremely difficult.…”
Section: Classic Outlier Detection Methodsmentioning
confidence: 99%
“…The most straightforward outlier detection method, modelbased method, is to create a model for all samples, and then predict outliers as those having large deviations from the established profiles. For example, the Gaussian mixture model (GMM) [11] fits the whole dataset to a mixed Gaussian distribution and evaluates the parameters through the Expectation-Maximization [29] or a deep estimation network [12]. However, GMM needs to predetermine the appropriate cluster type and number, which are crucial and extremely difficult.…”
Section: Classic Outlier Detection Methodsmentioning
confidence: 99%
“…Thus, researchers attempt to create a model representing the normal data and identify the data that deviates significantly from the established normal behaviors as anomalies. Among various methods, densitybased [29], [30], [31], [32], [33], clustering-based [34], [35], distance-based methods [9], [10] and ensemble detectors [36], [37], [38], [39] are the most popular methods. Density-based methods usually estimate the density function of the data, and then identify the anomalies as those having large deviations from the density peaks.…”
Section: Traditional Anomaly Detection Methodsmentioning
confidence: 99%
“…Density-based methods usually estimate the density function of the data, and then identify the anomalies as those having large deviations from the density peaks. For example, given a training set, the Gaussian mixture model (GMM) [29] fits a given number of Gaussian distributions to the data via the Expectation-Maximization (EM) [30] algorithm. The data points with the smallest likelihood are identified as anomalies.…”
Section: Traditional Anomaly Detection Methodsmentioning
confidence: 99%
“…Yu et al [8] have presented Spatial -EM algorithm for finite mixture learning procedures. Median based location and rank-based scatter estimators that replaces sample mean and covariance in each M step to enhance the stability and robustness of the algorithm.…”
Section: Distribution Based Clusteringmentioning
confidence: 99%