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Mixture of autoregressions (MoAR) models provide a model-based approach to the clustering of time series data. The maximum likelihood (ML) estimation of MoAR models requires the evaluation of products of large numbers of densities of normal…

Computation · Statistics 2016-10-19 Hien D Nguyen , Geoffrey J McLachlan , Pierre Orban , Pierre Bellec , Andrew L Janke

Healthcare cost prediction is a challenging task due to the high-dimensionality and high correlation among covariates. Additionally, the skewed, heavy-tailed, and often multi-modal nature of cost data can complicate matters further due to…

Methodology · Statistics 2023-03-13 Zhengxiao Li , Yifan Huang , Yang Cao

We consider the problem of inferring an unknown number of clusters in replicated multinomial data. Under a model based clustering point of view, this task can be treated by estimating finite mixtures of multinomial distributions with or…

Methodology · Statistics 2023-07-07 Panagiotis Papastamoulis

This paper describes an algorithm for fitting finite mixtures of unrestricted Multivariate Skew t (FM-uMST) distributions. The package EMMIX-uskew implements a closed-form expectation-maximization (EM) algorithm for computing the maximum…

Computation · Statistics 2013-03-29 Sharon X. Lee , Geoffrey J. McLachlan

This paper introduces a novel model-based clustering approach for clustering time series which present changes in regime. It consists of a mixture of polynomial regressions governed by hidden Markov chains. The underlying hidden process for…

Machine Learning · Statistics 2013-12-30 Faicel Chamroukhi , Allou Samé , Patrice Aknin , Gérard Govaert

Handling missing data is a major challenge in model-based clustering, especially when the data exhibit skewness and heavy tails. We address this by extending the finite mixture of scale mixtures of multivariate skew-normal (FMSMSN) family…

Methodology · Statistics 2025-07-29 Jason Pillay , Cristina Tortora , Antonio Punzo , Andriette Bekker

Mixtures of Hidden Markov Models (MHMMs) are frequently used for clustering of sequential data. An important aspect of MHMMs, as of any clustering approach, is that they can be interpretable, allowing for novel insights to be gained from…

Artificial Intelligence · Computer Science 2021-03-24 Negar Safinianaini , Henrik Boström

In this paper, we propose a regularized mixture probabilistic model to cluster matrix data and apply it to brain signals. The approach is able to capture the sparsity (low rank, small/zero values) of the original signals by introducing…

Methodology · Statistics 2018-08-07 Xu Gao , Weining Shen , Hernando Ombao

Clustered data is ubiquitous in a variety of scientific fields. In this paper, we propose a flexible and interpretable modeling approach, called grouped heterogenous mixture modeling, for clustered data, which models cluster-wise…

Methodology · Statistics 2020-02-10 Shonosuke Sugasawa

Clustering analysis is one of the most widely used statistical tools in many emerging areas such as microarray data analysis. For microarray and other high-dimensional data, the presence of many noise variables may mask underlying…

Machine Learning · Statistics 2008-03-26 Benhuai Xie , Wei Pan , Xiaotong Shen

In this paper, we propose a novel method of model-based time series clustering with mixtures of general state space models (MSSMs). Each component of MSSMs is associated with each cluster. An advantage of the proposed method is that it…

Machine Learning · Computer Science 2024-08-23 Ryoichi Ishizuka , Takashi Imai , Kaoru Kawamoto

Finite mixture models have been widely used for the modelling and analysis of data from heterogeneous populations. Maximum likelihood estimation of the parameters is typically carried out via the Expectation-Maximization (EM) algorithm. The…

Computation · Statistics 2016-06-08 Sharon X Lee , Kaleb L Lee , Geoffrey J McLachlan

In the field of psychopathology, Ecological Momentary Assessment (EMA) methodological advancements have offered new opportunities to collect time-intensive, repeated and intra-individual measurements. This way, a large amount of data has…

Machine Learning · Computer Science 2022-12-05 Mandani Ntekouli , Gerasimos Spanakis , Lourens Waldorp , Anne Roefs

Clustering mixed data presents numerous challenges inherent to the very heterogeneous nature of the variables. A clustering algorithm should be able, despite of this heterogeneity, to extract discriminant pieces of information from the…

Machine Learning · Computer Science 2022-05-10 Robin Fuchs , Denys Pommeret , Cinzia Viroli

Data clustering has received a lot of attention and numerous methods, algorithms and software packages are available. Among these techniques, parametric finite-mixture models play a central role due to their interesting mathematical…

Computer Vision and Pattern Recognition · Computer Science 2017-01-31 Israel D. Gebru , Xavier Alameda-Pineda , Florence Forbes , Radu Horaud

Finite mixture modelling is a popular method in the field of clustering and is beneficial largely due to its soft cluster membership probabilities. A common method for fitting finite mixture models is to employ spectral clustering, which…

Machine Learning · Statistics 2024-03-22 Liam Welsh , Phillip Shreeves

In this work, we propose an original method for aggregating multiple clustering coming from different sources of information. Each partition is encoded by a co-membership matrix between observations. Our approach uses a mixture of…

Machine Learning · Computer Science 2024-01-10 Kylliann De Santiago , Marie Szafranski , Christophe Ambroise

Normal mean-variance mixture distributions are widely applied to simplify a model's implementation and improve their computational efficiency under the Maximum Likelihood (ML) approach. Especially for distributions with normal mean-variance…

Methodology · Statistics 2015-06-18 Thanakorn Nitithumbundit , Jennifer S. K. Chan

Model-based unsupervised learning, as any learning task, stalls as soon as missing data occurs. This is even more true when the missing data are informative, or said missing not at random (MNAR). In this paper, we propose model-based…

Identifying relationships between molecular variations and their clinical presentations has been challenged by the heterogeneous causes of a disease. It is imperative to unveil the relationship between the high dimensional molecular…

Methodology · Statistics 2021-09-02 Wennan Chang , Changlin Wan , Yong Zang , Chi Zhang , Sha Cao