Full Model Estimation for Non-Parametric Multivariate Finite Mixture Models

arXiv2112.05684MaRDI QIDQ6385341FDOQ6385341

Authors: Marie Du Roy De Chaumaray, Matthieu Marbac 

Publication date: 10 December 2021

Abstract: This paper addresses the problem of full model estimation for non-parametric finite mixture models. It presents an approach for selecting the number of components and the subset of discriminative variables (i.e., the subset of variables having different distributions among the mixture components). The proposed approach considers a discretization of each variable into B bins and a penalization of the resulting log-likelihood. Considering that the number of bins tends to infinity as the sample size tends to infinity, we prove that our estimator of the model (number of components and subset of relevant variables for clustering) is consistent under a suitable choice of the penalty term. Interest of our proposal is illustrated on simulated and benchmark data.

This page was built for publication: Full Model Estimation for Non-Parametric Multivariate Finite Mixture Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6385341)