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Rapport Année : 1998

Choosing Models in Model-based Clustering and Discriminant Analysis

Gérard Govaert

Résumé

Using an eigenvalue decomposition of variance matrices, Celeux and Govaert (1993) obtained numerous and powerful models for Gaussian model-based clustering and discriminant analysis. Through Monte Carlo simulations, we compare the performances of many classical criteria to select these models: information criteria as AIC, the Bayesian criterion BIC, classification criteria as NEC and cross-validation. In the clustering context, information criteria and BIC outperform the classification criteria. In the discriminant analysis context, cross-validation shows good performance but information criteria and BIC give satisfactory results as well with, by far, less time-computing.
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Dates et versions

inria-00073175 , version 1 (24-05-2006)

Identifiants

  • HAL Id : inria-00073175 , version 1

Citer

Christophe Biernacki, Gérard Govaert. Choosing Models in Model-based Clustering and Discriminant Analysis. RR-3509, INRIA. 1998. ⟨inria-00073175⟩
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