Related papers: A note on the geometry of the MAP partition in Con…
Mixture models are a natural choice in many applications, but it can be difficult to place an a priori upper bound on the number of components. To circumvent this, investigators are turning increasingly to Dirichlet process mixture models…
Many Bayesian statistical inference problems come down to computing a maximum a-posteriori (MAP) assignment of latent variables. Yet, standard methods for estimating the MAP assignment do not have a finite time guarantee that the algorithm…
We give an efficient algorithm for robustly clustering of a mixture of two arbitrary Gaussians, a central open problem in the theory of computationally efficient robust estimation, assuming only that the the means of the component Gaussians…
In this contribution, we present new algorithms to source separation for the case of noisy instantaneous linear mixture, within the Bayesian statistical framework. The source distribution prior is modeled by a mixture of Gaussians…
We introduce a novel class of Bayesian mixtures for normal linear regression models which incorporates a further Gaussian random component for the distribution of the predictor variables. The proposed cluster-weighted model aims to…
In many domains, we are interested in analyzing the structure of the underlying distribution, e.g., whether one variable is a direct parent of the other. Bayesian model-selection attempts to find the MAP model and use its structure to…
We discuss Bayesian inference for a known-mean Gaussian model with a compound symmetric variance-covariance matrix. Since the space of such matrices is a linear subspace of that of positive definite matrices, we utilize the methods of…
The use of a finite mixture of normal distributions in model-based clustering allows to capture non-Gaussian data clusters. However, identifying the clusters from the normal components is challenging and in general either achieved by…
Mixture model-based frameworks are very popular for statistical inference in clustering. While convenient for producing probabilistic estimates of cluster assignments and uncertainty, they are prone to misspecification, which can lead to…
We propose a MAP Bayesian approach to perform and evaluate a co-clustering of mixed-type data tables. The proposed model infers an optimal segmentation of all variables then performs a co-clustering by minimizing a Bayesian model selection…
We present a global optimization approach for solving the maximum a-posteriori (MAP) clustering problem under the Gaussian mixture model.Our approach can accommodate side constraints and it preserves the combinatorial structure of the MAP…
We evaluate the misclustering probability of a spectral clustering algorithm under a Gaussian mixture model with a general covariance structure. The algorithm partitions the data into two groups based on the sign of the first principal…
We study Bayesian estimation of finite mixture models in a general setup where the number of components is unknown and allowed to grow with the sample size. An assumption on growing number of components is a natural one as the degree of…
In this paper, we consider high-dimensional Gaussian graphical models where the true underlying graph is decomposable. A hierarchical $G$-Wishart prior is proposed to conduct a Bayesian inference for the precision matrix and its graph…
Bayesian statistics has two common measures of central tendency of a posterior distribution: posterior means and Maximum A Posteriori (MAP) estimates. In this paper, we discuss a connection between MAP estimates and posterior means. We…
This paper proposes Bayesian mosaic, a parallelizable composite posterior, for scalable Bayesian inference on a broad class of multivariate discrete data models. Sampling is embarrassingly parallel since Bayesian mosaic is a multiplication…
A Bayesian approach is used to estimate the covariance matrix of Gaussian data. Ideas from Gaussian graphical models and model selection are used to construct a prior for the covariance matrix that is a mixture over all decomposable graphs.…
Gaussian graphical models are a popular tool to learn the dependence structure in the form of a graph among variables of interest. Bayesian methods have gained in popularity in the last two decades due to their ability to simultaneously…
Finite Gaussian mixture models are widely used for model-based clustering of continuous data. Nevertheless, since the number of model parameters scales quadratically with the number of variables, these models can be easily…
This paper studies a fully Bayesian algorithm for endmember extraction and abundance estimation for hyperspectral imagery. Each pixel of the hyperspectral image is decomposed as a linear combination of pure endmember spectra following the…