Abstract

A model-based clustering method is proposed for clustering individuals on the basis of measurements taken over time. Data variability is taken into account through non-linear hierarchical models leading to a mixture of hierarchical models. We study both frequentist and Bayesian estimation procedures. From a classical viewpoint, we discuss maximum likelihood estimation of this family of models through the EM algorithm. From a Bayesian standpoint, we develop appropriate Markov chain Monte Carlo (MCMC) sampling schemes for the exploration of target posterior distribution of parameters. The methods are illustrated with the identification of hormone trajectories that are likely to lead to adverse pregnancy outcomes in a group of pregnant women. © 2007 Elsevier B.V. All rights reserved.