Choosing the number of clusters in a finite mixture model using an exact integrated completed likelihood criterion

DC FieldValueLanguage
dc.contributor.authorBertoletti, Marco-
dc.contributor.authorFriel, Nial-
dc.contributor.authorRastelli, Riccardo-
dc.date.accessioned2017-04-18T14:31:51Z-
dc.date.available2017-04-18T14:31:51Z-
dc.date.copyright2015 Sapienza Università di Romaen
dc.date.issued2015-08-
dc.identifier.citationMetronen
dc.identifier.urihttp://hdl.handle.net/10197/8428-
dc.description.abstractThe integrated completed likelihood (ICL) criterion has proven to be a very popular approach in model-based clustering through automatically choosing the number of clusters in a mixture model. This approach effectively maximises the complete data likelihood, thereby including the allocation of observations to clusters in the model selection criterion. However for practical implementation one needs to introduce an approximation in order to estimate the ICL. Our contribution here is to illustrate that through the use of conjugate priors one can derive an exact expression for ICL and so avoiding any approximation. Moreover, we illustrate how one can find both the number of clusters and the best allocation of observations in one algorithmic framework. The performance of our algorithm is presented on several simulated and real examples.en
dc.description.sponsorshipScience Foundation Irelanden
dc.language.isoenen
dc.publisherSpringeren
dc.rightsThe final publication is available at Springer via http://dx.doi.org/10.1007/s40300-015-0064-5.en
dc.subjectMachine Learning & Statisticsen
dc.subjectIntegrated completed likelihooden
dc.subjectFinite mixture modelsen
dc.subjectModel-based clusteringen
dc.subjectGreedy searchen
dc.titleChoosing the number of clusters in a finite mixture model using an exact integrated completed likelihood criterionen
dc.typeJournal Articleen
dc.statusPeer revieweden
dc.identifier.volume73en
dc.identifier.issue2en
dc.identifier.startpage177en
dc.identifier.endpage199en
dc.identifier.doi10.1007/s40300-015-0064-5-
dc.neeo.contributorBertoletti|Marco|aut|-
dc.neeo.contributorFriel|Nial|aut|-
dc.neeo.contributorRastelli|Riccardo|aut|-
dc.date.updated2017-01-13T12:29:30Z-
dc.rights.licensehttps://creativecommons.org/licenses/by-nc-nd/3.0/ie/en
item.fulltextWith Fulltext-
item.grantfulltextopen-
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