Hierarchical Normalized Completely Random Measures to Cluster Grouped Data

R. Argiento, A. Cremaschi*, M. Vannucci

*Autore corrispondente per questo lavoro

Risultato della ricerca: Contributo in rivistaArticolo

4 Citazioni (Scopus)

Abstract

In this article, we propose a Bayesian nonparametric model for clustering grouped data. We adopt a hierarchical approach: at the highest level, each group of data is modeled according to a mixture, where the mixing distributions are conditionally independent normalized completely random measures (NormCRMs) centered on the same base measure, which is itself a NormCRM. The discreteness of the shared base measure implies that the processes at the data level share the same atoms. This desired feature allows to cluster together observations of different groups. We obtain a representation of the hierarchical clustering model by marginalizing with respect to the infinite dimensional NormCRMs. We investigate the properties of the clustering structure induced by the proposed model and provide theoretical results concerning the distribution of the number of clusters, within and between groups. Furthermore, we offer an interpretation in terms of generalized Chinese restaurant franchise process, which allows for posterior inference under both conjugate and nonconjugate models. We develop algorithms for fully Bayesian inference and assess performances by means of a simulation study and a real-data illustration. Supplementary materials for this article are available online.
Lingua originaleInglese
pagine (da-a)1-26
Numero di pagine26
RivistaJournal of the American Statistical Association
Numero di pubblicazioneNA
DOI
Stato di pubblicazionePubblicato - 2019
Pubblicato esternamente

All Science Journal Classification (ASJC) codes

  • Statistica e Probabilità
  • Statistica, Probabilità e Incertezza

Keywords

  • Bayesian nonparametrics
  • Clustering
  • Hierarchical models
  • Mixture models

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