Robust estimation of unbalanced mixture models on samples with outliers.

Abstract

Mixture models are often used to compactly represent samples from heterogeneous sources. However, in real world, the samples generally contain an unknown fraction of outliers and the sources generate different or unbalanced numbers of observations. Such unbalanced and contaminated samples may, for instance, be obtained by high density data sensors such as imaging devices. Estimation of unbalanced mixture models from samples with outliers requires robust estimation methods. In this paper, we propose a novel robust mixture estimator incorporating trimming of the outliers based on component-wise confidence level ordering of observations. The proposed method is validated and compared to the state-of-the-art FAST-TLE method on two data sets, one consisting of synthetic samples with a varying fraction of outliers and a varying balance between mixture weights, while the other data set contained structural magnetic resonance images of the brain with tumors of varying volumes. The results on both data sets clearly indicate that the proposed method is capable to robustly estimate unbalanced mixtures over a broad range of outlier fractions. As such, it is applicable to real-world samples, in which the outlier fraction cannot be estimated in advance.