Probabilistic model‐based discriminant analysis and clustering methods in chemometrics

In chemometrics, the supervised and unsupervised classification of high‐dimensional data has become a recurrent problem. Model‐based techniques for discriminant analysis and clustering are popular tools, which are renowned for their probabilistic foundations and their flexibility. However, classical model‐based techniques show a disappointing behaviour in high‐dimensional spaces, which up to now have been limited in their use within chemometrics. The recent developments in model‐based classification overcame these drawbacks and enabled the efficient classification of high‐dimensional data, even in the ‘small n / large p’ condition. This work presents a comprehensive review of these recent approaches, including regularization‐based techniques, parsimonious modelling, subspace classification methods and classification methods based on variable selection. The use of these model‐based methods is also illustrated on real‐world classification problems in chemometrics using R packages. Copyright © 2013 John Wiley & Sons, Ltd.