This article develops an expectation-maximization algorithm for discriminant analysis and classification with matrix-variate t-distributions.
Matrix-variate distributions can intuitively model the dependence structure of matrix-valued observations that arise in applications with multivariate time series, spatio-temporal, or repeated measures. The methodology presented in the current article shows promise on simulated datasets or when applied to the forensic matching of fractured surfaces or to the classification of functional magnetic resonance, satellite, or hand gestures images. (publisher abstract modified)