##Statistics Seminar##\\ Department of Mathematical Sciences
^ **DATE:**|Thursday, February 21, 2019 |
^ **TIME:**|1:15pm -- 2:15pm |
^ **LOCATION:**|WH 100E |
^ **SPEAKER:**|Fang Yuan, Binghamton University |
^ **TITLE:**|Variable selection in clustering via Dirichlet process mixture models |
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**Abstract**
Variable selection in clustering via Dirichlet process mixture models
Abstract: The increased collection of high-dimensional data in various
fields has raised a strong interest in clustering algorithms and
variable selection procedures. In this paper, we propose a model-based
method that addresses the two problems simultaneously. We introduce a
latent binary vector to identify discriminating variables and use
Dirichlet process mixture models to define the cluster structure. We
update the variable selection index using a Metropolis algorithm and
obtain inference on the cluster structure via a split-merge Markov
chain Monte Carlo technique. We explore the performance of the
methodology on simulated data and illustrate an application with a DNA
microarray study.