ke wan and Alain Kornhauser
Adv. Artif. Intell. Mach. Learn., 3 (3):1444-1459
1. ke wan: PH.D
2. Alain Kornhauser: Operations Research and Financial Engineering, Director of the Program in Transportation Princeton University Princeton, New Jersey, USA
DOI: 10.54364/AAIML.2023.1184
Article History: Received on: 05-May-23, Accepted on: 11-Sep-23, Published on: 18-Sep-23
Corresponding Author: ke wan
Email: kwan@alumni.princeton.edu
Citation: Ke Wan and Alain Kornhauser. On the Properties of Gaussian Copula Mixture Models. Advances in Artificial Intelligence and Machine Learning. 2023;3(3):84.
This paper investigates Gaussian copula mixture models (GCMM), which are an extension of Gaussian mixture models (GMM) that incorporate copula concepts. The paper presents the mathematical definition of GCMM and explores the properties of its likelihood function. Additionally, the paper proposes extended Expectation Maximum algorithms to estimate parameters for the mixture of copulas. The marginal distributions corresponding to each component are estimated separately using non parametric statistical methods. In the experiment, GCMM demonstrates improved goodness-of-fitting compared to GMM when using the same number of clusters. Furthermore, GCMM has the ability to leverage un-synchronized data across dimensions for more comprehensive data analysis.