Model-based clustering using copulas with applications
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Publication:340862
DOI10.1007/S11222-015-9590-5zbMATH Open1505.62233arXiv1404.4077OpenAlexW3101087186MaRDI QIDQ340862FDOQ340862
Authors: Ioannis Kosmidis, Dimitris Karlis 
Publication date: 15 November 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Abstract: The majority of model-based clustering techniques is based on multivariate Normal models and their variants. In this paper copulas are used for the construction of flexible families of models for clustering applications. The use of copulas in model-based clustering offers two direct advantages over current methods: i) the appropriate choice of copulas provides the ability to obtain a range of exotic shapes for the clusters, and ii) the explicit choice of marginal distributions for the clusters allows the modelling of multivariate data of various modes (either discrete or continuous) in a natural way. This paper introduces and studies the framework of copula-based finite mixture models for clustering applications. Estimation in the general case can be performed using standard EM, and, depending on the mode of the data, more efficient procedures are provided that can fully exploit the copula structure. The closure properties of the mixture models under marginalization are discussed, and for continuous, real-valued data parametric rotations in the sample space are introduced, with a parallel discussion on parameter identifiability depending on the choice of copulas for the components. The exposition of the methodology is accompanied and motivated by the analysis of real and artificial data.
Full work available at URL: https://arxiv.org/abs/1404.4077
Recommendations
Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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