Modelling the role of variables in model-based cluster analysis

Autor: Annamaria Manisi, Giuliano Galimberti, Gabriele Soffritti
Přispěvatelé: Galimberti, Giuliano, Manisi, Annamaria, Soffritti, Gabriele
Rok vydání: 2017
Předmět:
Zdroj: Statistics and Computing. 28:145-169
ISSN: 1573-1375
0960-3174
Popis: In the framework of cluster analysis based on Gaussian mixture models, it is usually assumed that all the variables provide information about the clustering of the sample units. Several variable selection procedures are available in order to detect the structure of interest for the clustering when this structure is contained in a variable sub-vector. Currently, in these procedures a variable is assumed to play one of (up to) three roles: (1) informative, (2) uninformative and correlated with some informative variables, (3) uninformative and uncorrelated with any informative variable. A more general approach for modelling the role of a variable is proposed by taking into account the possibility that the variable vector provides information about more than one structure of interest for the clustering. This approach is developed by assuming that such information is given by non-overlapped and possibly correlated sub-vectors of variables; it is also assumed that the model for the variable vector is equal to a product of conditionally independent Gaussian mixture models (one for each variable sub-vector). Details about model identifiability, parameter estimation and model selection are provided. The usefulness and effectiveness of the described methodology are illustrated using simulated and real datasets.
Databáze: OpenAIRE