Model-based regression clustering for high-dimensional data: application to functional data

Emilie Devijver ()
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Emilie Devijver: Inria Select, Université Paris Sud

Advances in Data Analysis and Classification, 2017, vol. 11, issue 2, No 3, 243-279

Abstract: Abstract Finite mixture regression models are useful for modeling the relationship between response and predictors arising from different subpopulations. In this article, we study high-dimensional predictors and high-dimensional response and propose two procedures to cluster observations according to the link between predictors and the response. To reduce the dimension, we propose to use the Lasso estimator, which takes into account the sparsity and a maximum likelihood estimator penalized by the rank, to take into account the matrix structure. To choose the number of components and the sparsity level, we construct a collection of models, varying those two parameters and we select a model among this collection with a non-asymptotic criterion. We extend these procedures to functional data, where predictors and responses are functions. For this purpose, we use a wavelet-based approach. For each situation, we provide algorithms and apply and evaluate our methods both on simulated and real datasets, to understand how they work in practice.

Keywords: Model-based clustering; Regression; High-dimension; Functional data; 62H30 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s11634-016-0242-1

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