Bayesian model averaging in model-based clustering and density estimation
Computation
2015-07-01 v1
Abstract
We propose Bayesian model averaging (BMA) as a method for postprocessing the results of model-based clustering. Given a number of competing models, appropriate model summaries are averaged, using the posterior model probabilities, instead of being taken from a single "best" model. We demonstrate the use of BMA in model-based clustering for a number of datasets. We show that BMA provides a useful summary of the clustering of observations while taking model uncertainty into account. Further, we show that BMA in conjunction with model-based clustering gives a competitive method for density estimation in a multivariate setting. Applying BMA in the model-based context is fast and can give enhanced modeling performance.
Cite
@article{arxiv.1506.09035,
title = {Bayesian model averaging in model-based clustering and density estimation},
author = {Niamh Russell and Thomas Brendan Murphy and Adrian E Raftery},
journal= {arXiv preprint arXiv:1506.09035},
year = {2015}
}