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On the estimation of mixtures of Poisson regression models with large number of components

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  • Papastamoulis, Panagiotis
  • Martin-Magniette, Marie-Laure
  • Maugis-Rabusseau, Cathy

Abstract

Modelling heterogeneity in large datasets of counts under the presence of covariates demands advanced clustering methods. Towards this direction a mixture of Poisson regressions is proposed. Conditionally on the covariates and a cluster, the multivariate distribution is a product of independent Poisson distributions. A variety of different parameterizations is taken into account for the slope of the conditional log-means. Also considered is the case of partitioning the response variables into sets of replicates sharing the same conditional log-mean up to an additive constant. Model parameters are estimated via an Expectation–Maximization algorithm with Newton–Raphson steps. In particular, an efficient initialization is introduced in order to improve the inference: a splitting scheme is combined with a Small-EM strategy. Simulations and application on two real high-throughput sequencing datasets highlight improvements of parameter estimations. The proposed methodology is implemented in the R package poisson.glm.mix, available on CRAN.

Suggested Citation

  • Papastamoulis, Panagiotis & Martin-Magniette, Marie-Laure & Maugis-Rabusseau, Cathy, 2016. "On the estimation of mixtures of Poisson regression models with large number of components," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 97-106.
    • Handle: RePEc:eee:csdana:v:93:y:2016:i:c:p:97-106
    DOI: 10.1016/j.csda.2014.07.005
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    References listed on IDEAS

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    3. Biernacki, Christophe & Celeux, Gilles & Govaert, Gerard, 2003. "Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 41(3-4), pages 561-575, January.
    4. Karlis, Dimitris & Xekalaki, Evdokia, 2003. "Choosing initial values for the EM algorithm for finite mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 41(3-4), pages 577-590, January.
    5. Dankmar Böhning & Ekkehart Dietz & Rainer Schaub & Peter Schlattmann & Bruce Lindsay, 1994. "The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(2), pages 373-388, June.
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    Cited by:

    1. Papastamoulis, Panagiotis, 2018. "Overfitting Bayesian mixtures of factor analyzers with an unknown number of components," Computational Statistics & Data Analysis, Elsevier, vol. 124(C), pages 220-234.
    2. Lluís Bermúdez & Dimitris Karlis & Isabel Morillo, 2020. "Modelling Unobserved Heterogeneity in Claim Counts Using Finite Mixture Models," Risks, MDPI, vol. 8(1), pages 1-13, January.
    3. Lluís Bermúdez & Dimitris Karlis, 2022. "Copula-based bivariate finite mixture regression models with an application for insurance claim count data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 1082-1099, December.

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