“Introducing a sparsity prior avoids overfitting the number of clusters not only for finite mixtures, but also (somewhat unexpectedly) for Dirichlet process mixtures which are known to overfit the number of clusters.” On my way back from Clermont-Ferrand, in an old train that reminded me of my previous ride on that line that took place […]
Category: clustering
latent nested nonparametric priors
A paper on an extended type of non-parametric priors by Camerlenghi et al. [all good friends!] is about to appear in Bayesian Analysis, with a discussion open for contributions (until October 15). While a fairly theoretical piece of work, it validates a Bayesian approach for non-parametric clustering of separate populations with, broadly speaking, common clusters. […]
the most probable cluster
In the last issue of Bayesian Analysis, Lukasz Rajkowski studies the most likely (MAP) cluster associated with the Dirichlet process mixture model. Reminding me that most Bayesian estimates of the number of clusters are not consistent (when the sample size grows to infinity). I am always puzzled by this problem, as estimating the number of […]
O’Bayes 19/1 [snapshots]
Although the tutorials of O’Bayes 2019 of yesterday were poorly attended, albeit them being great entries into objective Bayesian model choice, recent advances in MCMC methodology, and the multiple layers of BART, for which I have to blame myself for sticking the beginning of O’Bayes too closely to the end of BNP as only the […]
O’Bayes 19/1 [snapshots]
Although the tutorials of O’Bayes 2019 of yesterday were poorly attended, albeit them being great entries into objective Bayesian model choice, recent advances in MCMC methodology, and the multiple layers of BART, for which I have to blame myself for sticking the beginning of O’Bayes too closely to the end of BNP as only the […]
a book and two chapters on mixtures
The Handbook of Mixture Analysis is now out! After a few years of planning, contacts, meetings, discussions about notations, interactions with authors, further interactions with late authors, repeating editing towards homogenisation, and a final professional edit last summer, this collection of nineteen chapters involved thirty-five contributors. I am grateful to all participants to this piece […]