Sparse and Smooth Functional Data Clustering

TL;DR

This paper introduces SaS-Funclust, a novel model-based clustering method for sparse functional data that simultaneously identifies informative domain regions and smooths cluster means, improving interpretability and performance.

Contribution

The paper proposes SaS-Funclust, a new functional clustering approach that combines adaptive penalties and smoothing, outperforming existing methods in accuracy and interpretability.

Findings

Outperforms existing methods in simulations

Effectively identifies noninformative domain regions

Provides interpretable smoothed cluster means

Abstract

A new model-based procedure is developed for sparse clustering of functional data that aims to classify a sample of curves into homogeneous groups while jointly detecting the most informative portions of domain. The proposed method is referred to as sparse and smooth functional clustering (SaS-Funclust) and relies on a general functional Gaussian mixture model whose parameters are estimated by maximizing a log-likelihood function penalized with a functional adaptive pairwise penalty and a roughness penalty. The former allows identifying the noninformative portion of domain by shrinking the means of separated clusters to some common values, whereas the latter improves the interpretability by imposing some degree of smoothing to the estimated cluster means. The model is estimated via an expectation-conditional maximization algorithm paired with a cross-validation procedure. Through a Monte Carlo simulation study, the SaS-Funclust method is shown to outperform other methods already appeared in the literature, both in terms of clustering performance and interpretability. Finally, three real-data examples are presented to demonstrate the favourable performance of the proposed method. The SaS-Funclust method is implemented in the $\textsf{R}$ package $\textsf{sasfunclust}$, available online at https://github.com/unina-sfere/sasfunclust.