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On Bayesian Analysis of Parsimonious Gaussian Mixture Models

Author

Listed:
  • Xiang Lu

    (Center for Devices and Radiological Health, U.S. Food and Drug Administration)

  • Yaoxiang Li

    (Georgetown University)

  • Tanzy Love

    (University of Rochester)

Abstract

Cluster analysis is the task of grouping a set of objects in such a way that objects in the same cluster are similar to each other. It is widely used in many fields including machine learning, bioinformatics, and computer graphics. In all of these applications, the partition is an inference goal, along with the number of clusters and their distinguishing characteristics. Mixtures of factor analyzers is a special case of model-based clustering which assumes the variance of each cluster comes from a factor analysis model. It simplifies the Gaussian mixture model through parameter dimension reduction and conceptually represents the variables as coming from a lower dimensional subspace where the clusters are separate. In this paper, we introduce a new RJMCMC (reversible-jump Markov chain Monte Carlo) inferential procedure for the family of constrained MFA models. The three goals of inference here are the partition of the objects, estimation of the number of clusters, and identification and estimation of the covariance structure of the clusters; each therefore has posterior distributions. RJMCMC is the major sampling tool, which allows the dimension of the parameters to be estimated. We present simulations comparing the estimation of the clustering parameters and the partition between this inferential technique and previous methods. Finally, we illustrate these new methods with a dataset of DNA methylation measures for subjects with different brain tumor types. Our method uses four latent factors to correctly discover the five brain tumor types without assuming a constant variance structure and it classifies subjects with an excellent classification performance.

Suggested Citation

  • Xiang Lu & Yaoxiang Li & Tanzy Love, 2021. "On Bayesian Analysis of Parsimonious Gaussian Mixture Models," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 576-593, October.
    • Handle: RePEc:spr:jclass:v:38:y:2021:i:3:d:10.1007_s00357-021-09391-8
    DOI: 10.1007/s00357-021-09391-8
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    References listed on IDEAS

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