Inference of global clusters from locally distributed data

DOI10.1214/10-BA529MaRDI QIDQ2635228zbMATH OpenFDO

Authors Xuanlong Nguyen

Publication date 11 February 2016

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1001.0597, https://projecteuclid.org/euclid.ba/1340110856

zbMATH Keywords

Markov chain Monte Carlospatial dependenceGaussian processgraphical modelnonparametric Bayesmodel identifiabilitylocal clusteringhierarchical Dirichlet processglobal clustering

Mathematics Subject Classification ID

Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Numerical analysis or methods applied to Markov chains (65C40)

Abstract: We consider the problem of analyzing the heterogeneity of clustering distributions for multiple groups of observed data, each of which is indexed by a covariate value, and inferring global clusters arising from observations aggregated over the covariate domain. We propose a novel Bayesian nonparametric method reposing on the formalism of spatial modeling and a nested hierarchy of Dirichlet processes. We provide an analysis of the model properties, relating and contrasting the notions of local and global clusters. We also provide an efficient inference algorithm, and demonstrate the utility of our method in several data examples, including the problem of object tracking and a global clustering analysis of functional data where the functional identity information is not available.

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