R. Rocci

Composite Likelihood Inference for Simultaneous Clustering and Dimensionality Reduction of Multivariate Mixed-Type Longitudinal Data

We propose a novel multivariate hidden Markov model (HMM) designed to analyze longitudinal mixed-type data comprising continuous and ordinal variables. Our model identifies and prioritizes discriminative dimensions, i.e., those useful for clustering, while separating them from noise dimensions. By modeling variables...