Combining Mixture Components for Clustering

Tech Report Number



Model-based clustering consists of fitting a mixture model to data and identifying each cluster with one of its components. Multivariate normal distributions are typically used. The number of clusters is usually determined from the data, often using BIC. In practice, however, individual clusters can be poorly fitted by Gaussian distributions, and in that case model-based clustering tends to represent one non-Gaussian cluster by a mixture of two or more Gaussian distributions. If the number of mixture components is interpreted as the number of clusters, this can lead to overestimation of the number of clusters. This is because BIC selects the number of mixture components needed to provide a good approximation to the density, rather than the number of clusters as such. We propose first selecting the total number of Gaussian mixture components, K, using BIC and then combining them hierarchically according to an entropy criterion. This yields a unique soft clustering for each number of clusters less than or equal to K; these clusterings can be compared on substantive grounds. We illustrate the method with simulated data and a flow cytometry dataset.


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