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Clustering and Latent Factor Models

In: An Introduction to Bayesian Inference, Methods and Computation

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  • Nick Heard

    (Imperial College London)

Abstract

Hierarchical modelsHierarchical model were previously discussed in Sect. 3.3 . This chapter gives further details of practical Bayesian modelling with hierarchies. In some application contexts, the hierarchies are understood to be known during the data collection process. For example, in the student-grade model of Sect. 6.1 , the hierarchical structure recognised that each row of the data matrix X corresponded to test grades from the same student. In other contexts, the hierarchies may be a subjective construct with associated uncertainty. These hierarchies are characterised by additional unknown parameters, sometimes formulated as discrete clusters and otherwise as continuous latent factors. This chapter considers some more advanced modelling techniques commonly applied in such cases.

Suggested Citation

  • Nick Heard, 2021. "Clustering and Latent Factor Models," Springer Books, in: An Introduction to Bayesian Inference, Methods and Computation, chapter 11, pages 121-136, Springer.
  • Handle: RePEc:spr:sprchp:978-3-030-82808-0_11
    DOI: 10.1007/978-3-030-82808-0_11
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