Electronic Journal of Statistics
- Electron. J. Statist.
- Volume 12, Number 2 (2018), 3071-3113.
A quasi-Bayesian perspective to online clustering
When faced with high frequency streams of data, clustering raises theoretical and algorithmic pitfalls. We introduce a new and adaptive online clustering algorithm relying on a quasi-Bayesian approach, with a dynamic (i.e., time-dependent) estimation of the (unknown and changing) number of clusters. We prove that our approach is supported by minimax regret bounds. We also provide an RJMCMC-flavored implementation (called PACBO, see https://cran.r-project.org/web/packages/PACBO/index.html) for which we give a convergence guarantee. Finally, numerical experiments illustrate the potential of our procedure.
Electron. J. Statist., Volume 12, Number 2 (2018), 3071-3113.
Received: December 2017
First available in Project Euclid: 20 September 2018
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Li, Le; Guedj, Benjamin; Loustau, Sébastien. A quasi-Bayesian perspective to online clustering. Electron. J. Statist. 12 (2018), no. 2, 3071--3113. doi:10.1214/18-EJS1479. https://projecteuclid.org/euclid.ejs/1537430425