2017
DOI: 10.1007/s10994-016-5624-2
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Vine copulas for mixed data : multi-view clustering for mixed data beyond meta-Gaussian dependencies

Abstract: Copulas enable flexible parameterization of multivariate distributions in terms of constituent marginals and dependence families. Vine copulas, hierarchical collections of bivariate copulas, can model a wide variety of dependencies in multivariate data including asymmetric and tail dependencies which the more widely used Gaussian copulas, used in Meta-Gaussian distributions, cannot. However, current inference algorithms for vines cannot fit data with mixed-a combination of continuous, binary and ordinal-featur… Show more

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Cited by 10 publications
(6 citation statements)
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References 34 publications
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“…Their method outperforms other clustering algorithms on a variety of datasets. Tekumalla et al [60] use the concept of vines copulas 2 for mixed data clustering, they propose an inferencing algorithm to fit those vines on the mixed data. A dependency-seeking multi-view clustering that uses a Dirichlet process mixture of vines is developed [60].…”
Section: Model-based Clusteringmentioning
confidence: 99%
See 2 more Smart Citations
“…Their method outperforms other clustering algorithms on a variety of datasets. Tekumalla et al [60] use the concept of vines copulas 2 for mixed data clustering, they propose an inferencing algorithm to fit those vines on the mixed data. A dependency-seeking multi-view clustering that uses a Dirichlet process mixture of vines is developed [60].…”
Section: Model-based Clusteringmentioning
confidence: 99%
“…Tekumalla et al [60] use the concept of vines copulas 2 for mixed data clustering, they propose an inferencing algorithm to fit those vines on the mixed data. A dependency-seeking multi-view clustering that uses a Dirichlet process mixture of vines is developed [60]. Marbac et al [61] present a mixture model of Gaussian copulas for mixed data clustering.…”
Section: Model-based Clusteringmentioning
confidence: 99%
See 1 more Smart Citation
“…[138]. 2 Vine copulas provide a flexible way of pair-wise dependency modeling using hierarchical collections of bivariate copulas, each of which can belong to any copula family thereby capturing a wide variety of dependencies [60]. multinomial mixture models [135].…”
Section: Incremental Clusteringmentioning
confidence: 99%
“…Rajan and Bhattacharya [59] Gaussian mixture copula. Tekumalla1 et al [60] Vine copulas and Dirichlet process mixture of vines. Marbac [61] A mixture model of Gaussian copulas.…”
Section: Mcparland and Gormley [56]mentioning
confidence: 99%