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Advances in Data Analysis and Classification

, Volume 7, Issue 3, pp 281–300 | Cite as

Model-based clustering of high-dimensional data streams with online mixture of probabilistic PCA

  • Anastasios Bellas
  • Charles Bouveyron
  • Marie Cottrell
  • Jérôme Lacaille
Regular Article

Abstract

Model-based clustering is a popular tool which is renowned for its probabilistic foundations and its flexibility. However, model-based clustering techniques usually perform poorly when dealing with high-dimensional data streams, which are nowadays a frequent data type. To overcome this limitation of model-based clustering, we propose an online inference algorithm for the mixture of probabilistic PCA model. The proposed algorithm relies on an EM-based procedure and on a probabilistic and incremental version of PCA. Model selection is also considered in the online setting through parallel computing. Numerical experiments on simulated and real data demonstrate the effectiveness of our approach and compare it to state-of-the-art online EM-based algorithms.

Keywords

Model-based clustering Mixture of probabilistic PCA  Data streams High-dimensional data Online inference 

Mathematics Subject Classification

62 62-07 62H25 62H30 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2013

Authors and Affiliations

  • Anastasios Bellas
    • 1
  • Charles Bouveyron
    • 1
  • Marie Cottrell
    • 1
  • Jérôme Lacaille
    • 2
  1. 1.SAMM (EA 4543), Université Paris 1Paris Cedex 13France
  2. 2.Snecma, Groupe SafranMoissy CramayelFrance

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