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Learning-based EM algorithm for normal-inverse Gaussian mixture model with application to extrasolar planets
Authors:Wen-Liang Hung  Shou-Jen Chang-Chien
Institution:1. Department of Applied Mathematics, National Hsinchu University of Education, Hsin-Chu, Taiwan;2. Department of Applied Mathematics, Chung Yuan Christian University, Chung-Li, Taiwan
Abstract:Karlis and Santourian 14 D. Karlis and A. Santourian, Model-based clustering with non-elliptically contoured distribution, Stat. Comput. 19 (2009), pp. 7383. doi: 10.1007/s11222-008-9072-0Crossref], Web of Science ®] Google Scholar]] proposed a model-based clustering algorithm, the expectation–maximization (EM) algorithm, to fit the mixture of multivariate normal-inverse Gaussian (NIG) distribution. However, the EM algorithm for the mixture of multivariate NIG requires a set of initial values to begin the iterative process, and the number of components has to be given a priori. In this paper, we present a learning-based EM algorithm: its aim is to overcome the aforementioned weaknesses of Karlis and Santourian's EM algorithm 14 D. Karlis and A. Santourian, Model-based clustering with non-elliptically contoured distribution, Stat. Comput. 19 (2009), pp. 7383. doi: 10.1007/s11222-008-9072-0Crossref], Web of Science ®] Google Scholar]]. The proposed learning-based EM algorithm was first inspired by Yang et al. 24 M.-S. Yang, C.-Y. Lai, and C.-Y. Lin, A robust EM clustering algorithm for Gaussian mixture models, Pattern Recognit. 45 (2012), pp. 39503961. doi: 10.1016/j.patcog.2012.04.031Crossref], Web of Science ®] Google Scholar]]: the process of how they perform self-clustering was then simulated. Numerical experiments showed promising results compared to Karlis and Santourian's EM algorithm. Moreover, the methodology is applicable to the analysis of extrasolar planets. Our analysis provides an understanding of the clustering results in the ln?P?ln?M and ln?P?e spaces, where M is the planetary mass, P is the orbital period and e is orbital eccentricity. Our identified groups interpret two phenomena: (1) the characteristics of two clusters in ln?P?ln?M space might be related to the tidal and disc interactions (see 9 I.G. Jiang, W.H. Ip, and L.C. Yeh, On the fate of close-in extrasolar planets, Astrophys. J. 582 (2003), pp. 449454. doi: 10.1086/344590Crossref], Web of Science ®] Google Scholar]]); and (2) there are two clusters in ln?P?e space.
Keywords:EM algorithm  extrasolar planet  normal-inverse Gaussian distribution  learning-based EM algorithm
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