Variational Bayesian Inference For A Scale Mixture Of Normal Distributions Handling Missing Data
G. Revillon,
A. Djafari,
C. Enderli
Abstract:In this paper, a scale mixture of Normal distributions model is developed for classification and clustering of data having outliers and missing values. The classification method, based on a mixture model, focuses on the introduction of latent variables that gives us the possibility to handle sensitivity of model to outliers and to allow a less restrictive modelling of missing data. Inference is processed through a Variational Bayesian Approximation and a Bayesian treatment is adopted for model learning, superv… Show more
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