A robust model-based clustering based on the geometric median and the Median Covariation Matrix

par Antoine Godichon-Baggioni (LPSM, Sorbonne Univ.)

mardi 14 févr. 2023, 11:15 → 12:15 Europe/Paris

Salle K. Johnson, 1er étage (1R3)

Grouping observations into homogeneous groups is a recurrent task in statistical data analysis. We consider Gaussian Mixture Models, which are the most famous parametric model-based clustering method. We propose a new robust approach for model-based clustering, which consists in a modification of the EM algorithm (more specifically, the M-step) by replacing the estimates of the mean and the variance by robust versions based on the median and the median covariation matrix.