Clustering and variable selection for categorical multivariate data

DOI10.1214/13-EJS844zbMATH Open1349.62259arXiv1002.1142MaRDI QIDQ367219FDOQ367219

Authors: Dominique Bontemps, Wilson Toussile 

Publication date: 26 September 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: This article investigates unsupervised classification techniques for categorical multivariate data. The study employs multivariate multinomial mixture modeling, which is a type of model particularly applicable to multilocus genotypic data. A model selection procedure is used to simultaneously select the number of components and the relevant variables. A non-asymptotic oracle inequality is obtained, leading to the proposal of a new penalized maximum likelihood criterion. The selected model proves to be asymptotically consistent under weak assumptions on the true probability underlying the observations. The main theoretical result obtained in this study suggests a penalty function defined to within a multiplicative parameter. In practice, the data-driven calibration of the penalty function is made possible by slope heuristics. Based on simulated data, this procedure is found to improve the performance of the selection procedure with respect to classical criteria such as BIC and AIC. The new criterion provides an answer to the question "Which criterion for which sample size?" Examples of real dataset applications are also provided.

Full work available at URL: https://arxiv.org/abs/1002.1142

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zbMATH Keywords

clusteringmodel selectionvariable selectionmixture modelspenalized likelihoodpopulation geneticsunsupervised classificationcategorical multivariate dataslope heuristics

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistical ranking and selection procedures (62F07)

Cites Work

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Cited In (6)

• Variable selection methods for model-based clustering
• Nonparametric finite translation hidden Markov models and extensions
• Variable selection for mixed data clustering: application in human population genomics
• Selection of Variables for Cluster Analysis and Classification Rules
• A hierarchical Bayesian approach for examining heterogeneity in choice decisions
• Efficient mixture model for clustering of sparse high dimensional binary data

Uses Software

• UCI-ml
• MixMoGenD
• STRUCTURE

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