There is an increasingly rich literature about Bayesian nonparametric models for clustering functional observations. Most recent proposals rely on infinite-dimensional characterizations that might lead to overly complex cluster solutions. In addition, while prior knowledge about the functional shapes is typically available, its practical exploitation might be a difficult modeling task. Motivated by an application in e-commerce, we propose a novel enriched Dirichlet mixture model for functional data. Our proposal accommodates the incorporation of functional constraints while bounding the model complexity. We characterize the prior process through a urn scheme to clarify the underlying partition mechanism. These features lead to a very interpretable clustering method compared to available techniques. Moreover, we employ a variational Bayes approximation for tractable posterior inference to overcome computational bottlenecks.
Rigon, T. (2023). An enriched mixture model for functional clustering. APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 39(2), 232-250 [10.1002/asmb.2736].
An enriched mixture model for functional clustering
Rigon, T
2023
Abstract
There is an increasingly rich literature about Bayesian nonparametric models for clustering functional observations. Most recent proposals rely on infinite-dimensional characterizations that might lead to overly complex cluster solutions. In addition, while prior knowledge about the functional shapes is typically available, its practical exploitation might be a difficult modeling task. Motivated by an application in e-commerce, we propose a novel enriched Dirichlet mixture model for functional data. Our proposal accommodates the incorporation of functional constraints while bounding the model complexity. We characterize the prior process through a urn scheme to clarify the underlying partition mechanism. These features lead to a very interpretable clustering method compared to available techniques. Moreover, we employ a variational Bayes approximation for tractable posterior inference to overcome computational bottlenecks.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.