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Bayesian variable selection for latent class analysis using a collapsed Gibbs sampler

机译:使用折叠的Gibbs采样器进行贝叶斯变量选择以进行潜在类分析

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Latent class analysis is used to perform model based clustering for multivariate categorical responses. Selection of the variables most relevant for clustering is an important task which can affect the quality of clustering considerably. This work considers a Bayesian approach for selecting the number of clusters and the best clustering variables. The main idea is to reformulate the problem of group and variable selection as a probabilistically driven search over a large discrete space using Markov chain Monte Carlo (MCMC) methods. Both selection tasks are carried out simultaneously using an MCMC approach based on a collapsed Gibbs sampling method, whereby several model parameters are integrated from the model, substantially improving computational performance. Post-hoc procedures for parameter and uncertainty estimation are outlined. The approach is tested on simulated and real data
机译:潜在类分析用于对多类分类响应执行基于模型的聚类。选择与聚类最相关的变量是一项重要任务,可能会显着影响聚类的质量。这项工作考虑了贝叶斯方法,用于选择聚类数量和最佳聚类变量。主要思想是使用马尔可夫链蒙特卡洛(MCMC)方法将组和变量选择问题重新构建为在大离散空间上的概率驱动搜索。这两种选择任务都是使用MCMC方法同时执行的,该方法基于折叠的Gibbs采样方法,从而从模型中集成了几个模型参数,从而大大提高了计算性能。概述了参数和不确定性估计的事后程序。该方法已在模拟和真实数据上进行了测试

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