{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/vine-copula-mixture-models-and-clustering-for","title":"Vine copula mixture models and clustering for non-Gaussian data","arxiv_id":"2102.03257","date":"2021-02-05","proceeding":null,"authors":["Özge Sahin","Claudia Czado"],"abstract":"The majority of finite mixture models suffer from not allowing asymmetric tail dependencies within components and not capturing non-elliptical clusters in clustering applications. Since vine copulas are very flexible in capturing these types of dependencies, we propose a novel vine copula mixture model for continuous data. We discuss the model selection and parameter estimation problems and further formulate a new model-based clustering algorithm. The use of vine copulas in clustering allows for a range of shapes and dependency structures for the clusters. Our simulation experiments illustrate a significant gain in clustering accuracy when notably asymmetric tail dependencies or/and non-Gaussian margins within the components exist. The analysis of real data sets accompanies the proposed method. We show that the model-based clustering algorithm with vine copula mixture models outperforms the other model-based clustering techniques, especially for the non-Gaussian multivariate data.","url_abs":"https://arxiv.org/abs/2102.03257v2","url_pdf":"https://arxiv.org/pdf/2102.03257v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"vine-copula-mixture-models-and-clustering-for","repo_url":"https://github.com/oezgesahin/vineclust","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"clustering","task_name":"Clustering"},{"task_slug":"model-selection","task_name":"Model Selection"},{"task_slug":"parameter-estimation","task_name":"parameter estimation"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}