Mixture-of-Finite-Mixtures Wishart Model for Clustering Covariance Matrices with an Application to Brain Functional Connectivity

Data represented as covariance-type matrices arise in many fields, including brain functional connectivity and diffusion tensor imaging. We develop the MFM-Wishart, a Bayesian model-based clustering approach for such data that combines Wishart mixture components with a mixture-of-finite-mixtures (MF