Model-based clustering via linear cluster-weighted models

A novel family of twelve mixture models with random covariates, nested in the linear $t$ cluster-weighted model (CWM), is introduced for model-based clustering. The linear $t$ CWM was recently presented as a robust alternative to the better known linear Gaussian CWM. The proposed family of models provides a unified framework that also includes the linear Gaussian CWM as a special case. Maximum likelihood parameter estimation is carried out within the EM framework, and both the BIC and the ICL are used for model selection. A simple and effective hierarchical random initialization is also proposed for the EM algorithm. The novel model-based clustering technique is illustrated in some applications to real data. Finally, a simulation study for evaluating the performance of the BIC and the ICL is presented

Clustering student skill set profiles in a unit hypercube using mixtures of multivariate betas

<br>This paper presents a finite mixture of multivariate betas as a new model-based clustering method tailored to applications where the feature space is constrained to the unit hypercube. The mixture component densities are taken to be conditionally independent, univariate unimodal beta densities (from the subclass of reparameterized beta densities given by Bagnato and Punzo 2013). The EM algorithm used to fit this mixture is discussed in detail, and results from both this beta mixture model and the more standard Gaussian model-based clustering are presented for simulated skill mastery data from a common cognitive diagnosis model and for real data from the Assistment System online mathematics tutor (Feng et al 2009). The multivariate beta mixture appears to outperform the standard Gaussian model-based clustering approach, as would be expected on the constrained space. Fewer components are selected (by BIC-ICL) in the beta mixture than in the Gaussian mixture, and the resulting clusters seem more reasonable and interpretable.</br> <br>This article is in technical report form, the final publication is available at http://www.springerlink.com/openurl.asp?genre=article &id=doi:10.1007/s11634-013-0149-z</br&gt

EM Algorithms for Weighted-Data Clustering with Application to Audio-Visual Scene Analysis

Data clustering has received a lot of attention and numerous methods, algorithms and software packages are available. Among these techniques, parametric finite-mixture models play a central role due to their interesting mathematical properties and to the existence of maximum-likelihood estimators based on expectation-maximization (EM). In this paper we propose a new mixture model that associates a weight with each observed point. We introduce the weighted-data Gaussian mixture and we derive two EM algorithms. The first one considers a fixed weight for each observation. The second one treats each weight as a random variable following a gamma distribution. We propose a model selection method based on a minimum message length criterion, provide a weight initialization strategy, and validate the proposed algorithms by comparing them with several state of the art parametric and non-parametric clustering techniques. We also demonstrate the effectiveness and robustness of the proposed clustering technique in the presence of heterogeneous data, namely audio-visual scene analysis.Comment: 14 pages, 4 figures, 4 table

Local Statistical Modeling via Cluster-Weighted Approach with Elliptical Distributions

Cluster Weighted Modeling (CWM) is a mixture approach regarding the modelisation of the joint probability of data coming from a heterogeneous population. Under Gaussian assumptions, we investigate statistical properties of CWM from both the theoretical and numerical point of view; in particular, we show that CWM includes as special cases mixtures of distributions and mixtures of regressions. Further, we introduce CWM based on Student-t distributions providing more robust fitting for groups of observations with longer than normal tails or atypical observations. Theoretical results are illustrated using some empirical studies, considering both real and simulated data.Cluster-Weighted Modeling, Mixture Models, Model-Based Clustering

Flexible Mixture Modeling with the Polynomial Gaussian Cluster-Weighted Model

In the mixture modeling frame, this paper presents the polynomial Gaussian cluster-weighted model (CWM). It extends the linear Gaussian CWM, for bivariate data, in a twofold way. Firstly, it allows for possible nonlinear dependencies in the mixture components by considering a polynomial regression. Secondly, it is not restricted to be used for model-based clustering only being contextualized in the most general model-based classification framework. Maximum likelihood parameter estimates are derived using the EM algorithm and model selection is carried out using the Bayesian information criterion (BIC) and the integrated completed likelihood (ICL). The paper also investigates the conditions under which the posterior probabilities of component-membership from a polynomial Gaussian CWM coincide with those of other well-established mixture-models which are related to it. With respect to these models, the polynomial Gaussian CWM has shown to give excellent clustering and classification results when applied to the artificial and real data considered in the paper

Surrogate modeling approximation using a mixture of experts based on EM joint estimation

An automatic method to combine several local surrogate models is presented. This method is intended to build accurate and smooth approximation of discontinuous functions that are to be used in structural optimization problems. It strongly relies on the Expectation-Maximization (EM) algorithm for Gaussian mixture models (GMM). To the end of regression, the inputs are clustered together with their output values by means of parameter estimation of the joint distribution. A local expert is then built (linear, quadratic, artificial neural network, moving least squares) on each cluster. Lastly, the local experts are combined using the Gaussian mixture model parameters found by the EM algorithm to obtain a global model. This method is tested over both mathematical test cases and an engineering optimization problem from aeronautics and is found to improve the accuracy of the approximation