Bayesian Analysis

Inference of global clusters from locally distributed data

XuanLong Nguyen

Full-text: Open access

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.

Article information

Source
Bayesian Anal., Volume 5, Number 4 (2010), 817-845.

Dates
First available in Project Euclid: 19 June 2012

Permanent link to this document
https://projecteuclid.org/euclid.ba/1340110856

Digital Object Identifier
doi:10.1214/10-BA529

Mathematical Reviews number (MathSciNet)
MR2740158

Zentralblatt MATH identifier
1330.62255

Keywords
global clustering local clustering nonparametric Bayes hierarchical Dirichlet process Gaussian process graphical model spatial dependence Markov Chain Monte Carlo model identifiability

Citation

Nguyen, XuanLong. Inference of global clusters from locally distributed data. Bayesian Anal. 5 (2010), no. 4, 817--845. doi:10.1214/10-BA529. https://projecteuclid.org/euclid.ba/1340110856


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