TL;DR
This paper extends a fast Bayesian clustering algorithm to include variable selection and demonstrates its effectiveness on cancer proteomics data, offering computational advantages and improved model interpretability.
Contribution
It introduces a variable selection extension to the SUGS algorithm for Dirichlet process mixtures and advocates Bayesian model averaging, with implementation in an open-source R package.
Findings
Performs competitively with state-of-the-art methods
Offers computational speed-ups and scalability
Successfully applied to large cancer proteomics dataset
Abstract
The Dirichlet Process (DP) mixture model has become a popular choice for model-based clustering, largely because it allows the number of clusters to be inferred. The sequential updating and greedy search (SUGS) algorithm (Wang and Dunson, 2011) was proposed as a fast method for performing approximate Bayesian inference in DP mixture models, by posing clustering as a Bayesian model selection (BMS) problem and avoiding the use of computationally costly Markov chain Monte Carlo methods. Here we consider how this approach may be extended to permit variable selection for clustering, and also demonstrate the benefits of Bayesian model averaging (BMA) in place of BMS. Through an array of simulation examples and well-studied examples from cancer transcriptomics, we show that our method performs competitively with the current state-of-the-art, while also offering computational benefits. We apply…
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