Random
partitions on decomposable graphs
François Caron
INRIA de Bordeaux Sud-Ouest
Probabilistic data clustering has numerous applications in machine
learning and statistics. Formally, we associate to each data a latent
allocation variable. These latent variables can share the same value
and induce a partition of the data. In Bayesian setting, the partition
is assumed random and we set a prior distribution on it. Models with
both a fixed or unknown number of clusters have been considered in the
literature. In particular, Dirichlet multinomial allocation and
Dirichlet process partition models have become very popular over the
past few years. We propose here extensions of these models to
decomposable graphical models. These models have appealing properties
and can be fitted using Markov chain Monte Carlo and Sequential Monte
Carlo algorithms.