中心分区过程:聚类的信息先验(与讨论)。

IF 4.9 2区 数学 Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Bayesian Analysis Pub Date : 2021-03-01 DOI:10.1214/20-BA1197
Sally Paganin, Amy H Herring, Andrew F Olshan, David B Dunson
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引用次数: 13

摘要

有非常丰富的文献提出了从分区上的先验概率分布开始的贝叶斯聚类方法。大多数方法都假定可交换性,从而导致用可交换分区概率函数(EPPF)表示的简单表示。吉布斯型先验涵盖了这类情况的广泛类别,包括狄利克雷过程和皮特曼-约尔过程。尽管有一些建议放宽互换性假设,允许协变量相关和部分互换性,但对如何在划分上包含具体的先验知识的考虑有限。例如,我们受到流行病学应用程序的激励,在该应用程序中,我们希望将出生缺陷聚类成组,并且我们有专家提供的初始聚类的先验知识。作为包含此类先验知识的一般方法,我们提出了一个中心分区(CP)过程,该过程修改EPPF以支持接近初始分区的分区。描述了CP先验的一些性质,提出了一种后验计算的通用算法,并通过仿真实例和在出生缺陷激励流行病学研究中的应用说明了该方法。
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Centered Partition Processes: Informative Priors for Clustering (with Discussion).

There is a very rich literature proposing Bayesian approaches for clustering starting with a prior probability distribution on partitions. Most approaches assume exchangeability, leading to simple representations in terms of Exchangeable Partition Probability Functions (EPPF). Gibbs-type priors encompass a broad class of such cases, including Dirichlet and Pitman-Yor processes. Even though there have been some proposals to relax the exchangeability assumption, allowing covariate-dependence and partial exchangeability, limited consideration has been given on how to include concrete prior knowledge on the partition. For example, we are motivated by an epidemiological application, in which we wish to cluster birth defects into groups and we have prior knowledge of an initial clustering provided by experts. As a general approach for including such prior knowledge, we propose a Centered Partition (CP) process that modifies the EPPF to favor partitions close to an initial one. Some properties of the CP prior are described, a general algorithm for posterior computation is developed, and we illustrate the methodology through simulation examples and an application to the motivating epidemiology study of birth defects.

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来源期刊
Bayesian Analysis
Bayesian Analysis 数学-数学跨学科应用
CiteScore
6.50
自引率
13.60%
发文量
59
审稿时长
>12 weeks
期刊介绍: Bayesian Analysis is an electronic journal of the International Society for Bayesian Analysis. It seeks to publish a wide range of articles that demonstrate or discuss Bayesian methods in some theoretical or applied context. The journal welcomes submissions involving presentation of new computational and statistical methods; critical reviews and discussions of existing approaches; historical perspectives; description of important scientific or policy application areas; case studies; and methods for experimental design, data collection, data sharing, or data mining. Evaluation of submissions is based on importance of content and effectiveness of communication. Discussion papers are typically chosen by the Editor in Chief, or suggested by an Editor, among the regular submissions. In addition, the Journal encourages individual authors to submit manuscripts for consideration as discussion papers.
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