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Computational Statistics & Data Analysis - Special issue on optimization techniques in statistics
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Although many clustering procedures aim to construct an optimal partition of objects or, sometimes, of variables, there are other methods, called block clustering methods, which consider simultaneously the two sets and organize the data into homogeneous blocks. Recently, we have proposed a new mixture model called block mixture model which takes into account this situation. This model allows one to embed simultaneous clustering of objects and variables in a mixture approach. We have studied this probabilistic model under the classification likelihood approach and developed a new algorithm for simultaneous partitioning based on the Classification EM algorithm. In this paper, we consider the block clustering problem under the maximum likelihood approach and the goal of our contribution is to estimate the parameters of this model. Unfortunately, the application of the EM algorithm for the block mixture model cannot be made directly; difficulties arise due to the dependence structure in the model and approximations are required. Using a variational approximation, we propose a generalized EM algorithm to estimate the parameters of the block mixture model and, to illustrate our approach, we study the case of binary data by using a Bernoulli block mixture.