Clustering multivariate data using factor analytic Bayesian mixtures with an unknown number of components
From MaRDI portal
Publication:140405
DOI10.1007/S11222-019-09891-ZzbMATH Open1436.62280arXiv1906.00348OpenAlexW2970325798WikidataQ127280074 ScholiaQ127280074MaRDI QIDQ140405FDOQ140405
Authors: Panagiotis Papastamoulis 
Publication date: 27 August 2019
Published in: Statistics and Computing (Search for Journal in Brave)
Abstract: Recent work on overfitting Bayesian mixtures of distributions offers a powerful framework for clustering multivariate data using a latent Gaussian model which resembles the factor analysis model. The flexibility provided by overfitting mixture models yields a simple and efficient way in order to estimate the unknown number of clusters and model parameters by Markov chain Monte Carlo (MCMC) sampling. The present study extends this approach by considering a set of eight parameterizations, giving rise to parsimonious representations of the covariance matrix per cluster. A Gibbs sampler combined with a prior parallel tempering scheme is implemented in order to approximately sample from the posterior distribution of the overfitting mixture. The parameterization and number of factors is selected according to the Bayesian Information Criterion. Identifiability issues related to label switching are dealt by post-processing the simulated output with the Equivalence Classes Representatives algorithm. The contributed method and software are demonstrated and compared to similar models estimated using the Expectation-Maximization algorithm on simulated and real datasets. The software is available online at https://CRAN.R-project.org/package=fabMix.
Full work available at URL: https://arxiv.org/abs/1906.00348
Recommendations
- Bayesian variable selection in clustering high-dimensional data via a mixture of finite mixtures
- Flexible clustering via extended mixtures of common \(t\)-factor analyzers
- Dimensionally reduced model-based clustering through mixtures of factor mixture analyzers
- scientific article; zbMATH DE number 5059940
- Hierarchical Bayesian nonparametric mixture models for clustering with variable relevance determination
- Robust clustering via mixtures of \(t\) factor analyzers with incomplete data
- Model-based clustering via mixtures of unrestricted skew normal factor analyzers with complete and incomplete data
- Bayesian analysis of mixtures of factor analyzers
- Mixtures of general location model with factor analyzer covariance structure for clustering mixed type data
- A Bayesian sparse finite mixture model for clustering data from a heterogeneous population
Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30)
Cites Work
- Bayesian exploratory factor analysis
- Overfitting Bayesian mixtures of factor analyzers with an unknown number of components
- Asymptotic behaviour of the posterior distribution in overfitted mixture models
- Estimating the dimension of a model
- From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering
- Title not available (Why is that?)
- Title not available (Why is that?)
- Model-Based Clustering, Discriminant Analysis, and Density Estimation
- Finite mixture models
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Serial and parallel implementations of model-based clustering via parsimonious Gaussian mixture models
- RcppArmadillo: accelerating R with high-performance C++ linear algebra
- Sparse Bayesian infinite factor models
- Latent variable models and factor analysis. A unified approach
- Computational and Inferential Difficulties with Mixture Posterior Distributions
- Model-based clustering based on sparse finite Gaussian mixtures
- A Bayesian analysis of some nonparametric problems
- Mixture Densities, Maximum Likelihood and the EM Algorithm
- Sampling-Based Approaches to Calculating Marginal Densities
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Title not available (Why is that?)
- Handling the label switching problem in latent class models via the ECR algorithm
- Mixtures of factor analysers. Bayesian estimation and inference by stochastic simulation
- Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
- Infinite mixtures of infinite factor analysers
- Stochastic search item selection for factor analytic models
- On the convergence rate of random permutation sampler and ECR algorithm in missing data models
- Updating the Inverse of a Matrix
- Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference
- Reversible jump MCMC in mixtures of normal distributions with the same component means
Cited In (6)
- Clustering and classification via cluster-weighted factor analyzers
- A data-driven reversible jump for estimating a finite mixture of regression models
- Adaptive estimation in structured factor models with applications to overlapping clustering
- fabMix
- On the identifiability of Bayesian factor analytic models
- Overfitting Bayesian mixtures of factor analyzers with an unknown number of components
Uses Software
This page was built for publication: Clustering multivariate data using factor analytic Bayesian mixtures with an unknown number of components
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q140405)
