EconPapers    
Economics at your fingertips  
 

Mixture models for simultaneous classification and reduction of three-way data

Roberto Rocci, Maurizio Vichi and Monia Ranalli ()
Additional contact information
Roberto Rocci: Sapienza University
Maurizio Vichi: Sapienza University
Monia Ranalli: Sapienza University

Computational Statistics, 2025, vol. 40, issue 1, No 19, 469-507

Abstract: Abstract Finite mixture of Gaussians are often used to classify two- (units and variables) or three- (units, variables and occasions) way data. However, two issues arise: model complexity and capturing the true cluster structure. Indeed, a large number of variables and/or occasions implies a large number of model parameters; while the existence of noise variables (and/or occasions) could mask the true cluster structure. The approach adopted in the present paper is to reduce the number of model parameters by identifying a sub-space containing the information needed to classify the observations. This should also help in identifying noise variables and/or occasions. The maximum likelihood model estimation is carried out through an EM-like algorithm. The effectiveness of the proposal is assessed through a simulation study and an application to real data.

Keywords: Three-way data; Cluster analysis; Dimensionality reduction; Mixture models; Tucker2 (search for similar items in EconPapers)
Date: 2025
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s00180-024-01478-1 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:compst:v:40:y:2025:i:1:d:10.1007_s00180-024-01478-1

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/180/PS2

DOI: 10.1007/s00180-024-01478-1

Access Statistics for this article

Computational Statistics is currently edited by Wataru Sakamoto, Ricardo Cao and Jürgen Symanzik

More articles in Computational Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-04-12
Handle: RePEc:spr:compst:v:40:y:2025:i:1:d:10.1007_s00180-024-01478-1