High-Dimensional Bayesian Clustering with Variable Selection: The R Package bclust
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Authors | Vahid Partovi Nia, Anthony C. Davison |
Journal/Conference Name | Journal of Statistical Software |
Paper Category | Other |
Paper Abstract | The R package bclust is useful for clustering high-dimensional continuous data. The package uses a parametric spike-and-slab Bayesian model to downweight the effect of noise variables and to quantify the importance of each variable in agglomerative clustering. We take advantage of the existence of closed-form marginal distributions to estimate the model hyper-parameters using empirical Bayes, thereby yielding a fully automatic method. We discuss computational problems arising in implementation of the procedure and illustrate the usefulness of the package through examples. |
Date of publication | 2012 |
Code Programming Language | R |
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