Parsimonious Bayesian model-based clustering with dissimilarities

• DOI: 10.1016/j.mlwa.2024.100528
• Publication Date: 2024-01-23T18:15:07Z
• Authors: Samuel Morrissette; Saman Muthukumarana; Maxime Turgeon
• Keywords: Model-based clustering; Markov chain Monte Carlo; Measurement error; Gibbs sampling; Electronic computers. Computer science; Bayesian clustering; Q300-390; QA75.5-76.95; Cybernetics

Clustering techniques are used to group observations and discover interesting patterns within data. Model-based clustering is one such method that is often an attractive choice due to the specification of a generative model for the given data and the ability to calculate model-selection criteria, which is in turn used to select the number of clusters. However, when only distances between observations are available, model-based clustering can no longer be used, and heuristic algorithms without the aforementioned advantages are usually used instead. As a solution, Oh and Raftery (2007) suggest a Bayesian model-based clustering method (named BMCD) that only requires a dissimilarity matrix as input, while also accounting for the measurement error that may be present within the observed data. In this paper, we extend the BMCD framework by proposing several additional models, alternative model selection criteria, and strategies for reducing computing time of the algorithm. These extensions ensure that the algorithm is effective even in high-dimensional spaces and provides a wide range of choices to the practitioner that can be used with a variety of data. Additionally, a publicly available software implementation of the algorithm is provided as a package in the R programming language.