[Forum SIS] Avviso di Seminario: Prof. Roberto Rocci

[pandolfi a stat.unipg.it]

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Dipartimento di Economia - Università  degli Studi di Perugia
Via Pascoli, 20 - 06123 Perugia
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Lunedì 20 Marzo, alle ore 15.30 presso l'aula 101 del Dipartimento di
Economia
si terrà  il seguente seminario:

Prof. Roberto Rocci -  Università  degli Studi di Roma "Tor Vergata"

A COMPOSITE LIKELIHOOD APPROACH TO CLUSTER ORDINAL DATA

Abstract: A latent Gaussian mixture model to classify ordinal data is
discussed. The observed categorical variables are considered as a
discretization of an underlying finite mixture of Gaussians. The model is
estimated within the expectation maximization (EM) framework maximizing a
composite likelihood. This allows us to overcome the computational
problems arising in the full maximum likelihood approach due to the
evaluation of multidimensional integrals that cannot be written in closed
form. Moreover, a method to cluster the observations on the basis of the
output of the composite EM algorithm is suggested.
Some extensions of the model are also discussed: the case where some
variables are continuous and the case where some noise
variables/dimensions mask the clustering structure. In the latter, the
noise dimensions are detected considering the variables underlying the
ordinal data to be linear combinations of two independent sets of
second-order latent variables where only one contains the information
about the clustering structure.
The effectiveness of the proposals is shown comparing the composite
likelihood approach with the full maximum likelihood and the maximum
likelihood for continuous data ignoring the ordinal nature of the
variables. The comparison is made on real and simulated data sets.

Tutti gli interessati sono invitati a partecipare.

Cordiali saluti

Silvia Pandolfi, PhD
Department of Economics
University of Perugia