Inference in model-based cluster analysis

  • Authors:
  • Halima Bensmail;Gilles Celeux;Adrian E. Raftery;Christian P. Robert

  • Affiliations:
  • Department of Statistics, University of Washington, Box 354322, Seattle, WA 98195-4322, USA;INRIA Rhoˆne-Alpes, ZIRST, 655 Avenue de l‘Europe, 38330 Montbonnet Saint-Martin, France;Department of Statistics, University of Washington, Box 354322, Seattle, WA 98195-4322, USA;CREST, INSEE, 3 Avenue Pierre Larousse, 92245 Malakoff Cedex, France

  • Venue:
  • Statistics and Computing
  • Year:
  • 1997

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Abstract

A new approach to cluster analysis has been introduced based on parsimonious geometric modelling of the within-group covariance matrices in a mixture of multivariate normal distributions, using hierarchical agglomeration and iterative relocation. It works well and is widely used via the MCLUST software available in S-PLUS and StatLib. However, it has several limitations: there is no assessment of the uncertainty about the classification, the partition can be suboptimal, parameter estimates are biased, the shape matrix has to be specified by the user, prior group probabilities are assumed to be equal, the method for choosing the number of groups is based on a crude approximation, and no formal way of choosing between the various possible models is included. Here, we propose a new approach which overcomes all these difficulties. It consists of exact Bayesian inference via Gibbs sampling, and the calculation of Bayes factors (for choosing the model and the number of groups) from the output using the Laplace–Metropolis estimator. It works well in several real and simulated examples.