Enhancing the selection of a model-based clustering with external categorical variables

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Abstract: In cluster analysis, it can be useful to interpret the partition built from the data in the light of external categorical variables which were not directly involved to cluster the data. An approach is proposed in the model-based clustering context to select a model and a number of clusters which both fit the data well and take advantage of the potential illustrative ability of the external variables. This approach makes use of the integrated joint likelihood of the data and the partitions at hand, namely the model-based partition and the partitions associated to the external variables. It is noteworthy that each mixture model is fitted by the maximum likelihood methodology to the data, excluding the external variables which are used to select a relevant mixture model only. Numerical experiments illustrate the promising behaviour of the derived criterion.





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