A tractable multi-partitions clustering

Matthieu Marbac and Vincent Vandewalle

Computational Statistics & Data Analysis, 2019, vol. 132, issue C, 167-179

Abstract: In the framework of model-based clustering, a model allowing several latent class variables is proposed. This model assumes that the distribution of the observed data can be factorized into several independent blocks of variables. Each block is assumed to follow a latent class model (i.e., mixture with conditional independence assumption). The proposed model includes variable selection, as a special case, and is able to cope with the mixed-data setting. The simplicity of the model allows to estimate the repartition of the variables into blocks and the mixture parameters simultaneously, thus avoiding to run EM algorithms for each possible repartition of variables into blocks. For the proposed method, a model is defined by the number of blocks, the number of clusters inside each block and the repartition of variables into block. Model selection can be done with two information criteria, the BIC and the MICL, for which an efficient optimization is proposed. The performances of the model are investigated on simulated and real data. It is shown that the proposed method gives a rich interpretation of the data set at hand (i.e., analysis of the repartition of the variables into blocks and analysis of the clusters produced by each block of variables).

Keywords: Mixture model; Model-based clustering; Model choice; Mixed-data; Variables selection (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:132:y:2019:i:c:p:167-179

DOI: 10.1016/j.csda.2018.06.013

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