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.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Discrete Mathematics and Combinatorics
- Statistics, Probability and Uncertainty