Exact and Monte Carlo calculations of integrated likelihoods for the latent class model - Archive ouverte HAL Access content directly
Journal Articles Journal of Statistical Planning and Inference Year : 2010

Exact and Monte Carlo calculations of integrated likelihoods for the latent class model

Abstract

The latent class model or multivariate multinomial mixture is a powerful approach for clustering categorical data. It uses a conditional independence assumption given the latent class to which a statistical unit is belonging. In this paper, we exploit the fact that a fully Bayesian analysis with Jeffreys non-informative prior distributions does not involve technical difficulty to propose an exact expression of the integrated completedata likelihood, which is known as being a meaningful model selection criterion in a clustering perspective. Similarly, a Monte Carlo approximation of the integrated observed-data likelihood can be obtained in two steps: an exact integration over the parameters is followed by an approximation of the sum over all possible partitions through an importance sampling strategy. Then, the exact and the approximate criteria experimentally compete, respectively, with their standard asymptotic BIC approximations for choosing the number of mixture components. Numerical experiments on simulated data and a biological example highlight that asymptotic criteria are usually dramatically more conservative than the non-asymptotic presented criteria, not only for moderate sample sizes as expected but also for quite large sample sizes. This research highlights that asymptotic standard criteria could often fail to select some interesting structures present in the data.

Dates and versions

hal-00554344 , version 1 (10-01-2011)

Identifiers

Cite

Christophe Biernacki, Gilles Celeux, Gérard Govaert. Exact and Monte Carlo calculations of integrated likelihoods for the latent class model. Journal of Statistical Planning and Inference, 2010, 140 (11), pp.2991-3002. ⟨10.1016/j.jspi.2010.03.042⟩. ⟨hal-00554344⟩
123 View
0 Download

Altmetric

Share

Gmail Mastodon Facebook X LinkedIn More