Optimal Bayesian clustering using non-negative matrix factorization

Ketong Wang and Michael D. Porter

Computational Statistics & Data Analysis, 2018, vol. 128, issue C, 395-411

Abstract: Bayesian model-based clustering is a widely applied procedure for discovering groups of related observations in a dataset. These approaches use Bayesian mixture models, estimated with MCMC, which provide posterior samples of the model parameters and clustering partition. While inference on model parameters is well established, inference on the clustering partition is less developed. A new method is developed for estimating the optimal partition from the pairwise posterior similarity matrix generated by a Bayesian cluster model. This approach uses non-negative matrix factorization (NMF) to provide a low-rank approximation to the similarity matrix. The factorization permits hard or soft partitions and is shown to perform better than several popular alternatives under a variety of penalty functions.

Keywords: Bayesian clustering; Non-negative matrix factorization (NMF); Soft clustering; Cluster analysis; Fuzzy clustering (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:128:y:2018:i:c:p:395-411

DOI: 10.1016/j.csda.2018.08.002

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