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There has been considerable recent interest in Bayesian modeling of high-dimensional networks via latent space approaches. When the number of nodes increases, estimation based on Markov Chain Monte Carlo can be extremely slow and show poor…

Computation · Statistics 2022-05-30 Emanuele Aliverti , Massimiliano Russo

An efficient MCMC algorithm is presented to cluster the nodes of a network such that nodes with similar role in the network are clustered together. This is known as block-modelling or block-clustering. The model is the stochastic blockmodel…

Computation · Statistics 2012-11-09 Aaron F. McDaid , Thomas Brendan Murphy , Nial Friel , Neil J Hurley

Interactions between actors are frequently represented using a network. The latent position model is widely used for analysing network data, whereby each actor is positioned in a latent space. Inferring the dimension of this space is…

Methodology · Statistics 2024-04-25 Xian Yao Gwee , Isobel Claire Gormley , Michael Fop

Network models provide a powerful and flexible framework for analyzing a wide range of structured data sources. In many situations of interest, however, multiple networks can be constructed to capture different aspects of an underlying…

Social and Information Networks · Computer Science 2021-11-03 Madeline Navarro , Genevera I. Allen , Michael Weylandt

The latent block model (LBM) is a flexible probabilistic tool to describe interactions between node sets in bipartite networks, but it does not account for interactions of time varying intensity between nodes in unknown classes. In this…

Machine Learning · Statistics 2015-06-15 Marco Corneli , Pierre Latouche , Fabrice Rossi

Latent class analysis is used to perform model based clustering for multivariate categorical responses. Selection of the variables most relevant for clustering is an important task which can affect the quality of clustering considerably.…

Computation · Statistics 2016-06-17 Arthur White , Jason Wyse , Thomas Brendan Murphy

Statistical modelling in the presence of data organized in groups is a crucial task in Bayesian statistics. The present paper conceives a mixture model based on a novel family of Bayesian priors designed for multilevel data and obtained by…

Methodology · Statistics 2024-07-01 Alessandro Colombi , Raffaele Argiento , Federico Camerlenghi , Lucia Paci

We derive properties of Latent Variable Models for networks, a broad class of models that includes the widely-used Latent Position Models. These include the average degree distribution, clustering coefficient, average path length and degree…

Methodology · Statistics 2015-06-26 Riccardo Rastelli , Nial Friel , Adrian E. Raftery

Probabilistic clustering models (or equivalently, mixture models) are basic building blocks in countless statistical models and involve latent random variables over discrete spaces. For these models, posterior inference methods can be…

Machine Learning · Statistics 2020-06-24 Ari Pakman , Yueqi Wang , Catalin Mitelut , JinHyung Lee , Liam Paninski

Model-based clustering is widely-used in a variety of application areas. However, fundamental concerns remain about robustness. In particular, results can be sensitive to the choice of kernel representing the within-cluster data density.…

Machine Learning · Statistics 2019-06-27 Leo L Duan , David B Dunson

The elicitation of an ordinal judgment on multiple alternatives is often required in many psychological and behavioral experiments to investigate preference/choice orientation of a specific population. The Plackett-Luce model is one of the…

Methodology · Statistics 2016-10-10 Cristina Mollica , Luca Tardella

Probabilistic models help us encode latent structures that both model the data and are ideally also useful for specific downstream tasks. Among these, mixture models and their time-series counterparts, hidden Markov models, identify…

Machine Learning · Computer Science 2021-10-29 Abhishek Sharma , Catherine Zeng , Sanjana Narayanan , Sonali Parbhoo , Finale Doshi-Velez

We propose a Bayesian approach for model-based clustering of multivariate categorical data where variables are allowed to be associated within clusters and the number of clusters is unknown. The approach uses a two-layer mixture of finite…

Methodology · Statistics 2024-07-09 Gertraud Malsiner-Walli , Bettina Grün , Sylvia Frühwirth-Schnatter

Clustered data is ubiquitous in a variety of scientific fields. In this paper, we propose a flexible and interpretable modeling approach, called grouped heterogenous mixture modeling, for clustered data, which models cluster-wise…

Methodology · Statistics 2020-02-10 Shonosuke Sugasawa

The Gaussian mixture model is a classic technique for clustering and data modeling that is used in numerous applications. With the rise of big data, there is a need for parameter estimation techniques that can handle streaming data and…

Artificial Intelligence · Computer Science 2016-09-20 Priyank Jaini , Pascal Poupart

Networks play a central role in modern data analysis, enabling us to reason about systems by studying the relationships between their parts. Most often in network analysis, the edges are given. However, in many systems it is difficult or…

Machine Learning · Statistics 2014-02-06 Scott W. Linderman , Ryan P. Adams

Standard linear modeling approaches make potentially simplistic assumptions regarding the structure of categorical effects that may obfuscate more complex relationships governing data. For example, recent work focused on the two-way…

Methodology · Statistics 2019-03-05 Thomas A. Metzger , Christopher T. Franck

Financial studies require volatility based models which provides useful insights on risks related to investments. Stochastic volatility models are one of the most popular approaches to model volatility in such studies. The asset returns…

Methodology · Statistics 2021-10-26 Soham Mukherjee

We propose the CliPS procedure when fitting Bayesian mixture models in the context of model-based clustering to identify the cluster distributions while simultaneously assessing the suitability of a cluster solution and validating the…

Methodology · Statistics 2026-03-03 Gertraud Malsiner-Walli , Sylvia Frühwirth-Schnatter , Bettina Grün

The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…

Methodology · Statistics 2022-01-25 Antonio Lijoi , Igor Prünster , Giovanni Rebaudo
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