Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap

DOI10.1007/S00180-019-00897-9zbMATH Open1505.62301arXiv1510.00551OpenAlexW2963744971WikidataQ127804040 ScholiaQ127804040MaRDI QIDQ2282602FDOQ2282602

Authors: Adrian O'Hagan, Thomas Brendan Murphy, Luca Scrucca, Isobel Claire Gormley 

Publication date: 8 January 2020

Published in: Computational Statistics (Search for Journal in Brave)

Abstract: Mixture models are a popular tool in model-based clustering. Such a model is often fitted by a procedure that maximizes the likelihood, such as the EM algorithm. At convergence, the maximum likelihood parameter estimates are typically reported, but in most cases little emphasis is placed on the variability associated with these estimates. In part this may be due to the fact that standard errors are not directly calculated in the model-fitting algorithm, either because they are not required to fit the model, or because they are difficult to compute. The examination of standard errors in model-based clustering is therefore typically neglected. The widely used R package mclust has recently introduced bootstrap and weighted likelihood bootstrap methods to facilitate standard error estimation. This paper provides an empirical comparison of these methods (along with the jackknife method) for producing standard errors and confidence intervals for mixture parameters. These methods are illustrated and contrasted in both a simulation study and in the traditional Old Faithful data set and Thyroid data set.

Full work available at URL: https://arxiv.org/abs/1510.00551

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zbMATH Keywords

variance estimationprecisionstandard errors

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric statistical resampling methods (62G09)

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Cited In (8)

• Early identification of an impending rockslide location via a spatially-aided Gaussian mixture model
• Model-based clustering of count processes
• Calibrated model-based evidential clustering using bootstrapping
• Efficient sampling from the PKBD distribution
• Assessing the variability of posterior probabilities in Gaussian model-based clustering
• The jackknife-like method for assessing uncertainty of point estimates for Bayesian estimation in a finite Gaussian mixture model
• The anatomy of sorting -- evidence from Danish data
• Bootstrap validation of the estimated parameters in mixture models used for clustering

Uses Software

• mclust
• R
• flexmix
• HSAUR
• HSAUR2
• Emmixuskew
• bootstrap
• bootlib

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