Composite Likelihood Inference in a Discrete Latent Variable Model for Two-Way “Clustering-by-Segmentation” Problems

Francesco Bartolucci, Francesca Chiaromonte, Prabhani Kuruppumullage Don, Bruce G. Lindsay

Research output: Contribution to journalArticle

1 Scopus citations

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. Therefore, we introduce a 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.

Original languageEnglish (US)
Pages (from-to)388-402
Number of pages15
JournalJournal of Computational and Graphical Statistics
Volume26
Issue number2
DOIs
StatePublished - Apr 3 2017

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Discrete Mathematics and Combinatorics
  • Statistics, Probability and Uncertainty

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