The Institute for Statistics and Mathematics is pleased to invite you to the next research seminar, taking place on campus:

Sara Wade (School of Mathematics, University of Edinburgh)
Understanding Uncertainty in Bayesian Cluster Analysis
Wednesday, April 2, 2025, 17:15, in Building D4, Room D4.0.127.

Abstract:

The Bayesian approach to clustering is often appreciated for its ability to shed light on uncertainty in the partition structure. However, summarizing the posterior distribution on the partition space can be challenging. In previous work, we proposed to summarize the posterior samples using a single optimal clustering estimate, which minimizes the expected posterior Variation of Information (VI).  In instances where the posterior distribution is multimodal, it can be beneficial to summarize the posterior samples using multiple clustering estimates, each corresponding to a different part of the space of partitions that receives substantial posterior mass. In this work, we propose to find such clustering estimates by approximating the posterior distribution in a VI-based Wasserstein distance sense. An interesting byproduct is that this problem can be seen as using the k-mediods algorithm to divide the posterior samples into different groups, each represented by one of the clustering estimates. Using both synthetic and real datasets, we show that our proposal helps to improve the understanding of uncertainty, particularly when the data clusters are not well separated, or when the employed model is misspecified. 

Work in progress with Cecilia Balocchi (Edinburgh), building on previous work (see linked papers on our website). 
 

We aim to stream all on-campus talks via Zoom. A direct link to the stream will be posted on our website.

For further information and the seminar schedule, please see:
www.wu.ac.at/en/statmath/research/resseminar