Composite likelihood inference in a discrete latent variable model for two-way "clustering-by-segmentation" problems
Statistics Theory
2016-10-31 v1 Methodology
Statistics Theory
Abstract
We consider a discrete latent variable model for two-way data arrays, which allows one to simultaneously produce clusters along one of the data dimensions (e.g. exchangeable observational units or features) and contiguous groups, or segments, along the other (e.g. consecutively ordered times or locations). The model relies on a hidden Markov structure but, given its complexity, cannot be estimated by full maximum likelihood. We therefore introduce composite likelihood methodology based on considering different subsets of the data. The proposed approach is illustrated by simulation, and with an application to genomic data.
Cite
@article{arxiv.1506.08278,
title = {Composite likelihood inference in a discrete latent variable model for two-way "clustering-by-segmentation" problems},
author = {Francesco Bartolucci and Francesca Chiaromonte and Prabhani Kuruppumullage Don and Bruce George Lindsay},
journal= {arXiv preprint arXiv:1506.08278},
year = {2016}
}