VARIATIONAL BAYES AND LOCALIZED FEATURE SELECTION FOR STUDENT'S t-MIXTURE MODELS

In this paper, we propose a novel algorithm for feature selection and model detection using Student's t-distribution based on the variational Bayesian (VB) approach. First, our method is based on the Student's t-mixture model (SMM) which has heavier tail than the Gaussian distribution and is therefore less sensitive to small numbers of data points and consequent precision-estimates of the components number. Second, the number of components, the local feature saliency and the parameters of the mixture model are simultaneously estimated by Bayesian variational learning. Experimental results using synthetic and real data demonstrate the improved robustness of our approach.