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Analysis of matrix-variate data is becoming ever more prevalent in the literature, especially in the area of clustering and classification. Real data, including real matrix-variate data, are often contaminated by potential outlying observations. Their detection, as well as the development of models insensitive to their presence, is particularly important for this type of data because of the practical issues concerning their effective visualization. Herein, the matrix-variate contaminated normal distribution is discussed and then utilized in the mixture model paradigm for clustering. One key advantage of the proposed model is the ability to automatically detect potential outlying matrices by computing their a posteriori probability of being typical or atypical. Such detection is currently unavailable using existing matrix-variate methods. An expectation conditional maximization algorithm is used for parameter estimation, and both simulated and real data are used for illustration. Supplementary files for this article are available online. [ABSTRACT FROM AUTHOR]

The Gaussian hidden Markov model (HMM) is widely considered for the analysis of heterogenous continuous multivariate longitudinal data. To robustify this approach with respect to possible elliptical heavy-tailed departures from normality, due to the presence of outliers, spurious points, or noise (collectively referred to asbad pointsherein), the contaminated Gaussian HMM is here introduced. The contaminated Gaussian distribution represents an elliptical generalization of the Gaussian distribution and allows for automatic detection of bad points in the same natural way as observations are typically assigned to the latent states in the HMM context. Once the model is fitted, each observation has a posterior probability of belonging to a particular state and, inside each state, of being a bad point or not. In addition to the parameters of the classical Gaussian HMM, for each state we have two more parameters, both with a specific and useful interpretation: one controls the proportion of bad points and one specifies their degree of atypicality. A sufficient condition for the identifiability of the model is given, an expectation-conditional maximization algorithm is outlined for parameter estimation and various operational issues are discussed. Using a large-scale simulation study, but also an illustrative artificial dataset, we demonstrate the effectiveness of the proposed model in comparison with HMMs of different elliptical distributions, and we also evaluate the performance of some well-known information criteria in selecting the true number of latent states. The model is finally used to fit data on criminal activities in Italian provinces. Supplementary materials for this article are available online [ABSTRACT FROM AUTHOR]