Extension of the mixture of factor analyzers model to incorporate the multivariate t-distribution

Mixtures of factor analyzers enable model-based density estimation to be undertaken for high-dimensional data, where the number of observations n is small relative to their dimension p. However, this approach is sensitive to outliers as it is based on a mixture model in which the multivariate normal family of distributions is assumed for the component error and factor distributions. An extension to mixtures of t-factor analyzers is considered, whereby the multivariate t-family is adopted for the component error and factor distributions. An EM-based algorithm is developed for the fitting of mixtures of t-factor analyzers. lts application is demonstrated in the clustering of some microarray gene-expression data. (C) 2006 Elsevier B.V. All rights reserved.