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Consensus Monte Carlo for Random Subsets using Shared Anchors.


ABSTRACT: We present a consensus Monte Carlo algorithm that scales existing Bayesian nonparametric models for clustering and feature allocation to big data. The algorithm is valid for any prior on random subsets such as partitions and latent feature allocation, under essentially any sampling model. Motivated by three case studies, we focus on clustering induced by a Dirichlet process mixture sampling model, inference under an Indian buffet process prior with a binomial sampling model, and with a categorical sampling model. We assess the proposed algorithm with simulation studies and show results for inference with three datasets: an MNIST image dataset, a dataset of pancreatic cancer mutations, and a large set of electronic health records (EHR). Supplementary materials for this article are available online.

SUBMITTER: Ni Y 

PROVIDER: S-EPMC7810350 | biostudies-literature | 2020

REPOSITORIES: biostudies-literature

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Consensus Monte Carlo for Random Subsets using Shared Anchors.

Ni Yang Y   Ji Yuan Y   Müller Peter P  

Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America 20200415 4


We present a consensus Monte Carlo algorithm that scales existing Bayesian nonparametric models for clustering and feature allocation to big data. The algorithm is valid for any prior on random subsets such as partitions and latent feature allocation, under essentially any sampling model. Motivated by three case studies, we focus on clustering induced by a Dirichlet process mixture sampling model, inference under an Indian buffet process prior with a binomial sampling model, and with a categoric  ...[more]

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