Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Robust mixture of experts modeling using the skew $t$ distribution   Mixture of Experts (MoE) is a popular framework in the fields of statistics
and machine learning for modeling heterogeneity in data for regression,
classification and clustering. MoE for continuous data are usually based on the
normal distribution. However, it is known that for data with asymmetric
behavior, heavy tails and atypical observations, the use of the normal
distribution is unsuitable. We introduce a new robust non-normal mixture of
experts modeling using the skew $t$ distribution. The proposed skew $t$ mixture
of experts, named STMoE, handles these issues of the normal mixtures experts
regarding possibly skewed, heavy-tailed and noisy data. We develop a dedicated
expectation conditional maximization (ECM) algorithm to estimate the model
parameters by monotonically maximizing the observed data log-likelihood. We
describe how the presented model can be used in prediction and in model-based
clustering of regression data. Numerical experiments carried out on simulated
data show the effectiveness and the robustness of the proposed model in fitting
non-linear regression functions as well as in model-based clustering. Then, the
proposed model is applied to the real-world data of tone perception for musical
data analysis, and the one of temperature anomalies for the analysis of climate
change data. The obtained results confirm the usefulness of the model for
practical data analysis applications.

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The categories of this paper are: atom-ph
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The categories of this paper are: cmp-lg
7
The categories of this paper are: hep-th
5
The categories of this paper are: gr-qc
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The categories of this paper are: ao-sci
9
The categories of this paper are: nlin
37
The categories of this paper are: supr-con
4
The categories of this paper are: cond-mat
27
The categories of this paper are: comp-gas
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The categories of this paper are: acc-phys
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The categories of this paper are: math-ph
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The categories of this paper are: nucl-ex
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The categories of this paper are: math
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The categories of this paper are: q-fin
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The categories of this paper are: bayes-an
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The categories of this paper are: patt-sol