Bayesian approach to clustering real value, categorical and network data: solution via variational methods

Details Bayesian approach to clustering real value, categorical and network data: solution via variational methods Bayesian approach to clustering real value, categorical and network data: solution via variational methods

2008-05-17

arxiv.org/abs/0805.2689v3

Physics

Data Analysis, Statistics and Probability

12 pages, 5 figures. New sections added

Scientific paper

Data clustering, including problems such as finding network communities, can be put into a systematic framework by means of a Bayesian approach. The application of Bayesian approaches to real problems can be, however, quite challenging. In most cases the solution is explored via Monte Carlo sampling or variational methods. Here we work further on the application of variational methods to clustering problems. We introduce generative models based on a hidden group structure and prior distributions. We extend previous attends by Jaynes, and derive the prior distributions based on symmetry arguments. As a case study we address the problems of two-sides clustering real value data and clustering data represented by a hypergraph or bipartite graph. From the variational calculations, and depending on the starting statistical model for the data, we derive a variational Bayes algorithm, a generalized version of the expectation maximization algorithm with a built in penalization for model complexity or bias. We demonstrate the good performance of the variational Bayes algorithm using test examples.

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