Fast model‐based clustering of partial records
Autor: | Emily Goren, Ranjan Maitra |
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Rok vydání: | 2022 |
Předmět: |
FOS: Computer and information sciences
Statistics and Probability Computer Science - Machine Learning Multivariate statistics Computer science FOS: Physical sciences Machine Learning (stat.ML) Statistics - Computation Machine Learning (cs.LG) Methodology (stat.ME) Statistics - Machine Learning Imputation (statistics) Cluster analysis Statistics - Methodology Computation (stat.CO) High Energy Astrophysical Phenomena (astro-ph.HE) I.5.3 62H30 62G07 62-04 62P99 Mixture model Missing data Data set Unsupervised learning Statistics Probability and Uncertainty Marginal distribution Astrophysics - High Energy Astrophysical Phenomena Algorithm |
Zdroj: | Stat. 11 |
ISSN: | 2049-1573 |
DOI: | 10.1002/sta4.416 |
Popis: | Partially recorded data are frequently encountered in many applications and usually clustered by first removing incomplete cases or features with missing values, or by imputing missing values, followed by application of a clustering algorithm to the resulting altered dataset. Here, we develop clustering methodology through a model-based approach using the marginal density for the observed values, assuming a finite mixture model of multivariate $t$ distributions. We compare our approximate algorithm to the corresponding full expectation-maximization (EM) approach that considers the missing values in the incomplete data set and makes a missing at random (MAR) assumption, as well as case deletion and imputation methods. Since only the observed values are utilized, our approach is computationally more efficient than imputation or full EM. Simulation studies demonstrate that our approach has favorable recovery of the true cluster partition compared to case deletion and imputation under various missingness mechanisms, and is at least competitive with the full EM approach, even when MAR assumptions are violated. Our methodology is demonstrated on a problem of clustering gamma-ray bursts and is implemented at https://github.com/emilygoren/MixtClust. Comment: 18 pages, 8 figures, 1 table |
Databáze: | OpenAIRE |
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