Clustering Using Student t Mixture Copulas

Abstract Tewari et al. (Parametric characterization of multimodal distributions with non-Gaussian modes, pp 286–292, 2011) introduced Gaussian mixture copula models (GMCM) for clustering problems which do not assume normality of the mixture components as Gaussian mixture models (GMM) do. In this paper, we propose Student t mixture copula models (SMCM) as an extension of GMCMs. GMCMs require weak assumptions, yielding a flexible fit and a powerful cluster tool. Our SMCM extension offers, in a natural way, even more flexibility than the GMCM approach. We discuss estimation issues and compare Expectation-Maximization (EM)-based with numerical simplex optimization methods. We illustrate the SMCM as a tool for image segmentation.