A von Mises–Fisher mixture model for clustering numerical and categorical variables
Xavier Bry () and
Lionel Cucala ()
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Xavier Bry: Université de Montpellier
Lionel Cucala: Université de Montpellier
Advances in Data Analysis and Classification, 2022, vol. 16, issue 2, No 9, 429-455
Abstract:
Abstract This work presents a mixture model allowing to cluster variables of different types. All variables being measured on the same n statistical units, we first represent every variable with a unit-norm operator in $${\mathbb {R}}^{n\times n}$$ R n × n endowed with an appropriate inner product. We propose a von Mises–Fisher mixture model on the unit-sphere containing these operators. The parameters of the mixture model are estimated with an EM algorithm, combined with a K-means procedure to obtain a good starting point. The method is tested on simulated data and eventually applied to wine data.
Keywords: Variable clustering; Mixture models; Model selection; von Mises–Fisher distribution; 62H11 (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (1)
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DOI: 10.1007/s11634-021-00449-4
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