Related papers: Overfitting Bayesian Mixtures of Factor Analyzers …
This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…
The BayesBinMix package offers a Bayesian framework for clustering binary data with or without missing values by fitting mixtures of multivariate Bernoulli distributions with an unknown number of components. It allows the joint estimation…
Factor analysis is a flexible technique for assessment of multivariate dependence and codependence. Besides being an exploratory tool used to reduce the dimensionality of multivariate data, it allows estimation of common factors that often…
In sampling tasks, it is common for target distributions to be known up to a normalizing constant. However, in many situations, even evaluating the unnormalized distribution can be costly or infeasible. This issue arises in scenarios such…
Multi-state models of cancer natural history are widely used for designing and evaluating cancer early detection strategies. Calibrating such models against longitudinal data from screened cohorts is challenging, especially when fitting…
We introduce a Bayesian extension of the latent block model for model-based block clustering of data matrices. Our approach considers a block model where block parameters may be integrated out. The result is a posterior defined over the…
We develop a scalable multi-step Monte Carlo algorithm for inference under a large class of nonparametric Bayesian models for clustering and classification. Each step is "embarrassingly parallel" and can be implemented using the same Markov…
When working with multimodal Bayesian posterior distributions, Markov chain Monte Carlo (MCMC) algorithms have difficulty moving between modes, and default variational or mode-based approximate inferences will understate posterior…
In this work, we empirically explore the question: how can we assess the quality of samples from some target distribution? We assume that the samples are provided by some valid Monte Carlo procedure, so we are guaranteed that the collection…
Markov Chain Monte Carlo (MCMC) proves to be powerful for Bayesian inference and in particular for exoplanet radial velocity fitting because MCMC provides more statistical information and makes better use of data than common approaches like…
There is often a mixture of very frequent labels and very infrequent labels in multi-label datatsets. This variation in label frequency, a type class imbalance, creates a significant challenge for building efficient multi-label…
The efficacy of family-based approaches to mixture model-based clustering and classification depends on the selection of parsimonious models. Current wisdom suggests the Bayesian information criterion (BIC) for mixture model selection.…
In mixture model-based clustering applications, it is common to fit several models from a family and report clustering results from only the `best' one. In such circumstances, selection of this best model is achieved using a model selection…
Bayesian regression remains a simple but effective tool based on Bayesian inference techniques. For large-scale applications, with complicated posterior distributions, Markov Chain Monte Carlo methods are applied. To improve the well-known…
Bayesian nonparametric mixture models offer a rich framework for model based clustering. We consider the situation where the kernel of the mixture is available only up to an intractable normalizing constant. In this case, most of the…
We propose novel Bayesian Dynamic Clustering Factor Models (BDCFM) for the analysis of multivariate longitudinal data. BDCFM combines factor models with hidden Markov models to concomitantly perform dimension reduction, clustering, and…
There has been increased research interest in the subfield of sparse Bayesian factor analysis with shrinkage priors, which achieve additional sparsity beyond the natural parsimonity of factor models. In this spirit, we estimate the number…
We investigate a clustering problem with data from a mixture of Gaussians that share a common but unknown, and potentially ill-conditioned, covariance matrix. We start by considering Gaussian mixtures with two equally-sized components and…
A mixture of common skew-t factor analyzers model is introduced for model-based clustering of high-dimensional data. By assuming common component factor loadings, this model allows clustering to be performed in the presence of a large…
Estimating parameters of mixture model has wide applications ranging from classification problems to estimating of complex distributions. Most of the current literature on estimating the parameters of the mixture densities are based on…