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Modal posterior clustering motivated by Hopfield’s network

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  • Fuentes-García, Ruth
  • Mena, Ramsés H.
  • Walker, Stephen G.

Abstract

Motivated by the Hopfield’s network, a conditional maximization routine is used in order to compute the posterior mode of a random allocation model. The proposed approach applies to a general framework covering parametric and nonparametric Bayesian mixture models, product partition models, and change point models, among others. The resulting algorithm is simple to code and very fast, thus providing a highly competitive alternative to Markov chain Monte Carlo methods. Illustrations with both simulated and real data sets are presented.

Suggested Citation

  • Fuentes-García, Ruth & Mena, Ramsés H. & Walker, Stephen G., 2019. "Modal posterior clustering motivated by Hopfield’s network," Computational Statistics & Data Analysis, Elsevier, vol. 137(C), pages 92-100.
    • Handle: RePEc:eee:csdana:v:137:y:2019:i:c:p:92-100
    DOI: 10.1016/j.csda.2019.02.008
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    References listed on IDEAS

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    1. Loschi, R.H. & Cruz, F.R.B., 2005. "Extension to the product partition model: computing the probability of a change," Computational Statistics & Data Analysis, Elsevier, vol. 48(2), pages 255-268, February.
    2. Sylvia. Richardson & Peter J. Green, 1997. "On Bayesian Analysis of Mixtures with an Unknown Number of Components (with discussion)," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(4), pages 731-792.
    3. Fernando A. Quintana & Pilar L. Iglesias, 2003. "Bayesian clustering and product partition models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 557-574, May.
    4. Antonio Lijoi & Ramsés H. Mena & Igor Prünster, 2007. "Controlling the reinforcement in Bayesian non‐parametric mixture models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(4), pages 715-740, September.
    5. Wang, Xue & Walker, Stephen G., 2017. "An optimal data ordering scheme for Dirichlet process mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 112(C), pages 42-52.
    6. Ruth Fuentes–García & Ramsés Mena & Stephen Walker, 2010. "A Probability for Classification Based on the Dirichlet Process Mixture Model," Journal of Classification, Springer;The Classification Society, vol. 27(3), pages 389-403, November.
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    Cited by:

    1. Burghardt, Elliot & Sewell, Daniel & Cavanaugh, Joseph, 2022. "Agglomerative and divisive hierarchical Bayesian clustering," Computational Statistics & Data Analysis, Elsevier, vol. 176(C).

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