Model Based Clustering for Mixed Data: clustMD
Abstract
A model based clustering procedure for data of mixed type, clustMD, is developed using a latent variable model. It is proposed that a latent variable, following a mixture of Gaussian distributions, generates the observed data of mixed type. The observed data may be any combination of continuous, binary, ordinal or nominal variables. clustMD employs a parsimonious covariance structure for the latent variables, leading to a suite of six clustering models that vary in complexity and provide an elegant and unified approach to clustering mixed data. An expectation maximisation (EM) algorithm is used to estimate clustMD; in the presence of nominal data a Monte Carlo EM algorithm is required. The clustMD model is illustrated by clustering simulated mixed type data and prostate cancer patients, on whom mixed data have been recorded.
Cite
@article{arxiv.1511.01720,
title = {Model Based Clustering for Mixed Data: clustMD},
author = {Damien McParland and Isobel Claire Gormley},
journal= {arXiv preprint arXiv:1511.01720},
year = {2015}
}