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A Bayesian approach for clustering and exact finite-sample model selection in longitudinal data mixtures

Author

Listed:
  • M. Corneli

    (Université Côte d’Azur
    Université Côte d’Azur)

  • E. Erosheva

    (University of Washington)

  • X. Qian

    (University of Washington)

  • M. Lorenzi

    (Université Côte d’Azur)

Abstract

We consider mixtures of longitudinal trajectories, where one trajectory contains measurements over time of the variable of interest for one individual and each individual belongs to one cluster. The number of clusters as well as individual cluster memberships are unknown and must be inferred. We propose an original Bayesian clustering framework that allows us to obtain an exact finite-sample model selection criterion for selecting the number of clusters. Our finite-sample approach is more flexible and parsimonious than asymptotic alternatives such as Bayesian information criterion or integrated classification likelihood criterion in the choice of the number of clusters. Moreover, our approach has other desirable qualities: (i) it keeps the computational effort of the clustering algorithm under control and (ii) it generalizes to several families of regression mixture models, from linear to purely non-parametric. We test our method on simulated datasets as well as on a real world dataset from the Alzheimer’s disease neuroimaging initative database.

Suggested Citation

  • M. Corneli & E. Erosheva & X. Qian & M. Lorenzi, 2025. "A Bayesian approach for clustering and exact finite-sample model selection in longitudinal data mixtures," Computational Statistics, Springer, vol. 40(1), pages 509-545, January.
  • Handle: RePEc:spr:compst:v:40:y:2025:i:1:d:10.1007_s00180-024-01501-5
    DOI: 10.1007/s00180-024-01501-5
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