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High-dimensional clustering is challenging when component distributions are both heavy-tailed and directionally asymmetric. We propose a deep skew-$t$ mixture model (DStMM), a hierarchical factor-analytic mixture based on the generalised-hyperbolic skew-$t$ normal mean--variance representation. A shared inverse-gamma m...
Numerical studies and a semi-synthetic analysis based on hard-drive failure data illustrate potential reductions in expected error rate and improvements in decision-boundary estimation from modelling feature-dependent label missingness.
Gaussian-mixture calculations and a medical diagnosis example illustrate how uncertainty-dependent labeling mechanisms can improve estimation and classification under a fixed labeling budget.
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