[Forum SIS] seminario - S. Ingrassia (Universita' di Catania)

[Maria Giovanna Ranalli]

.: Prof. Salvatore Ingrassia :.
.: Dipartimento di Economia e Impresa, Università di Catania :.

Model based clustering via the Cluster‐Weighted Approach

Venerdi, 15 Marzo, ore 11
Dipartimento di Economia, Finanza e Statistica, Aula 201
Università degli Studi di Perugia
 
Abstract:

Cluster-Weighted Models (CWMs) are a flexible family of mixture models for fitting the  joint density of a pair (X, Y) of  a response variable Y and a vector of covariates X. Statistical properties  are investigated from both theoretical and numerical point of view; in particular, it is shown that CWM includes mixture of regressions as a special case. Some particular models, based on Gaussian and t distributions as well as on generalized linear models, will be introduced and properties of the maximum likelihood estimates  are presented. Extension to high-dimensional data modeling is finally outlined. Theoretical results are illustrated using some empirical studies, considering both simulated and real data.



M. Giovanna Ranalli

~ Dipartimento di Economia, Finanza e Statistica
~ Sezione di Statistica
~ Via Pascoli
~ Universita' degli Studi di Perugia
~ 06123 Perugia - Italy

~ Tel +39 075 5855245
~ Fax +39 075 5855950
~ url: www.stat.unipg.it/~giovanna