7,440 research outputs found
Gaussian parsimonious clustering models
Gaussian clustering models are useful both for understanding and suggesting powerful criteria. Banfield and Raftery (1993) have considered a parametrization of the variance matrix Ek of a cluster Pk in terms of its eigenvalue decomposition, Ek = lkDkAkD'k, lk where lk defines the volume of Pk, Dk is an orthogonal matrix which defines its orientation and Ak is a diagonal matrix with determinant 1 which defines its shape. This parametrization allows us to propose many general clustering criteria from the simplest one (spherical cluster with equal volumes which leads to the classical k-means criterion) to the most complex one (unknown and different volumes, orientations and shapes for all clusters). Methods of optimization to derive the maximum likelihood estimates as well as the practical usefulness of these models are discussed. We especially analyze the influence of the volumes of clusters. We report Monte-Carlo simulations and an application on stellar data which dramatically illustrated the relevance of allowing clusters to have different volumes
Parsimonious Shifted Asymmetric Laplace Mixtures
A family of parsimonious shifted asymmetric Laplace mixture models is
introduced. We extend the mixture of factor analyzers model to the shifted
asymmetric Laplace distribution. Imposing constraints on the constitute parts
of the resulting decomposed component scale matrices leads to a family of
parsimonious models. An explicit two-stage parameter estimation procedure is
described, and the Bayesian information criterion and the integrated completed
likelihood are compared for model selection. This novel family of models is
applied to real data, where it is compared to its Gaussian analogue within
clustering and classification paradigms
Kernel discriminant analysis and clustering with parsimonious Gaussian process models
This work presents a family of parsimonious Gaussian process models which
allow to build, from a finite sample, a model-based classifier in an infinite
dimensional space. The proposed parsimonious models are obtained by
constraining the eigen-decomposition of the Gaussian processes modeling each
class. This allows in particular to use non-linear mapping functions which
project the observations into infinite dimensional spaces. It is also
demonstrated that the building of the classifier can be directly done from the
observation space through a kernel function. The proposed classification method
is thus able to classify data of various types such as categorical data,
functional data or networks. Furthermore, it is possible to classify mixed data
by combining different kernels. The methodology is as well extended to the
unsupervised classification case. Experimental results on various data sets
demonstrate the effectiveness of the proposed method
Constrained Optimization for a Subset of the Gaussian Parsimonious Clustering Models
The expectation-maximization (EM) algorithm is an iterative method for
finding maximum likelihood estimates when data are incomplete or are treated as
being incomplete. The EM algorithm and its variants are commonly used for
parameter estimation in applications of mixture models for clustering and
classification. This despite the fact that even the Gaussian mixture model
likelihood surface contains many local maxima and is singularity riddled.
Previous work has focused on circumventing this problem by constraining the
smallest eigenvalue of the component covariance matrices. In this paper, we
consider constraining the smallest eigenvalue, the largest eigenvalue, and both
the smallest and largest within the family setting. Specifically, a subset of
the GPCM family is considered for model-based clustering, where we use a
re-parameterized version of the famous eigenvalue decomposition of the
component covariance matrices. Our approach is illustrated using various
experiments with simulated and real data
Model Based Clustering for Mixed Data: clustMD
A model based clustering procedure for data of mixed type, clustMD, is
developed using a latent variable model. It is proposed that a latent variable,
following a mixture of Gaussian distributions, generates the observed data of
mixed type. The observed data may be any combination of continuous, binary,
ordinal or nominal variables. clustMD employs a parsimonious covariance
structure for the latent variables, leading to a suite of six clustering models
that vary in complexity and provide an elegant and unified approach to
clustering mixed data. An expectation maximisation (EM) algorithm is used to
estimate clustMD; in the presence of nominal data a Monte Carlo EM algorithm is
required. The clustMD model is illustrated by clustering simulated mixed type
data and prostate cancer patients, on whom mixed data have been recorded
Finite Mixtures of Multivariate Poisson-Log Normal Factor Analyzers for Clustering Count Data
A mixture of multivariate Poisson-log normal factor analyzers is introduced
by imposing constraints on the covariance matrix, which resulted in flexible
models for clustering purposes. In particular, a class of eight parsimonious
mixture models based on the mixtures of factor analyzers model are introduced.
Variational Gaussian approximation is used for parameter estimation, and
information criteria are used for model selection. The proposed models are
explored in the context of clustering discrete data arising from RNA sequencing
studies. Using real and simulated data, the models are shown to give favourable
clustering performance. The GitHub R package for this work is available at
https://github.com/anjalisilva/mixMPLNFA and is released under the open-source
MIT license.Comment: 29 pages, 2 figure
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