Section: New Results

Mixture model for mixed kind of data

Participants : Christophe Biernacki, Matthieu Marbac-Lourdelle, Vincent Vandewalle.

A mixture model of Gaussian copula allows to cluster mixed kind of data. Each component is composed by classical margins while the conditional dependencies between the variables is modeled by a Gaussian copula. The parameter estimation is performed by a Gibbs sampler. This model was presented in a conference [14] . Some technical points will be developed before providing an article.