Asymmetric mixture model with simultaneous feature selection and model detection.

A mixture model based on the symmetric Gaussian distribution that simultaneously treats the feature selection, and the model detection has recently received great attention for pattern recognition problems. However, in many applications, the distribution of the data has a non-Gaussian and nonsymmetric form. This brief presents a new asymmetric mixture model for model detection and model selection. In this brief, the proposed asymmetric distribution is modeled with multiple student's- t distributions, which are heavily tailed and more robust than Gaussian distributions. Our method has the flexibility to fit different shapes of observed data, such as non-Gaussian and nonsymmetric. Another advantage is that the proposed algorithm, which is based on the variational Bayesian learning, can simultaneously optimize over the number of the student's- t distribution that is used to model each asymmetric distribution, the number of components, and the saliency of the features. Numerical experiments on both synthetic and real-world datasets are conducted. The performance of the proposed model is compared with other mixture models, demonstrating the robustness, accuracy, and effectiveness of our method.