Clustering of longitudinal curves via a penalized method and EM algorithm

Xin Wang ()
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Xin Wang: San Diego State University

Computational Statistics, 2024, vol. 39, issue 3, No 17, 1485-1512

Abstract: Abstract In this article, a new method is proposed for clustering longitudinal curves. In the proposed method, clusters of mean functions are identified through a weighted concave pairwise fusion method. The EM algorithm and the alternating direction method of multipliers algorithm are combined to estimate the group structure, mean functions and principal components simultaneously. The proposed method also allows to incorporate the prior neighborhood information to have more meaningful groups by adding pairwise weights in the pairwise penalties. In the simulation study, the performance of the proposed method is compared to some existing clustering methods in terms of the accuracy for estimating the number of subgroups and mean functions. The results suggest that ignoring the covariance structure will have a great effect on the performance of estimating the number of groups and estimating accuracy. The effect of including pairwise weights is also explored in a spatial lattice setting to take into consideration of the spatial information. The results show that incorporating spatial weights will improve the performance. A real example is used to illustrate the proposed method.

Keywords: ADMM algorithm; B-spline regression; Clustering; EM algorithm; Functional principal component analysis; Penalty functions (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s00180-023-01380-2

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