Finite mixture models have become a popular tool for clustering. Amongst other uses, they have been applied for clustering longitudinal data and clustering high-dimensional data. In the latter case, a latent Gaussian mixture model is sometimes used. Although there has been much work on clustering using latent variables and on clustering longitudinal data, respectively, there has been a paucity of work that combines these features. An approach is developed for clustering longitudinal data with many time points based on an extension of the mixture of common factor analyzers model. A variation of the expectation-maximization algorithm is used for parameter estimation and the Bayesian information criterion is used for model selection. The approach is illustrated using real and simulated data.

Contaminated mixture models are developed for model-based clustering of data with asymmetric clusters as well as spurious points, outliers, and/or noise. Specifically, we introduce a contaminated mixture of contaminated shifted asymmetric Laplace distributions and a contaminated mixture of contaminated skew-normal distributions. In each case, mixture components have a parameter controlling the proportion of bad points (i.e., spurious points, outliers, and/or noise) and one specifying the degree of contamination. A very important feature of our approaches is that these parameters do not have to be specified a priori. Expectation-conditional maximization algorithms are outlined for parameter estimation and the number of components is selected using the Bayesian information criterion. The performance of our approaches is illustrated on artificial and real data.

The use of mixture models for clustering, referred to as model-based clustering, has become increasingly popular since the work of Wolfe (1963). A wide variety of finite mixture models has been studied extensively within the literature to date. Amongst these, the Gaussian mixture model has received special attention due to its mathematical tractability and the relative computational simplicity associated with parameter estimation. However, the Gaussian mixture model is not without limitations; for instance, the component densities are restricted to being symmetric.