Seminar: Model selection for Dirichlet process mixture models

SpeakerSilvia Liverani
AffiliationQueen Mary University of London
DateThursday, 07 Mar 2019
Time14:00 - 15:00
LocationRoom 102, 1-19 Torrington Place
Event seriesStatistical Science Seminars
Description

Dirichlet process mixture models are popular for model-based clustering, and they are used in numerous fields (machine learning, epidemiology, genetics, and so on). In this talk I will focus on profile regression, a Dirichlet process mixture model which links a response model to a covariate profile. Then I will discuss model selection for Bayesian nonparametric models when the objective is clustering. The extraction of a unique partition from the partitions sampled in their posterior distributions is a challenging task. Numerous methods are proposed, but in practice, they lead to partitions which may turn out to be very different, making the interpretation difficult.

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