×

Determinantal point process mixtures via spectral density approach. (English) Zbl 1437.62136

Summary: We consider mixture models where location parameters are a priori encouraged to be well separated. We explore a class of determinantal point process (DPP) mixture models, which provide the desired notion of separation or repulsion. Instead of using the rather restrictive case where analytical results are partially available, we adopt a spectral representation from which approximations to the DPP density functions can be readily computed. For the sake of concreteness the presentation focuses on a power exponential spectral density, but the proposed approach is in fact quite general. We later extend our model to incorporate covariate information in the likelihood and also in the assignment to mixture components, yielding a trade-off between repulsiveness of locations in the mixtures and attraction among subjects with similar covariates. We develop full Bayesian inference, and explore model properties and posterior behavior using several simulation scenarios and data illustrations. Supplementary materials for this article are available online [I. Bianchini et al., “Supplementary material for ‘Determinantal point process mixtures via spectral density approach{’}”, Bayesian Anal. (2019; doi:10.1214/19-BA1150.187)].

MSC:

62G08 Nonparametric regression and quantile regression
62H30 Classification and discrimination; cluster analysis (statistical aspects)
62G07 Density estimation
60G55 Point processes (e.g., Poisson, Cox, Hawkes processes)
62M15 Inference from stochastic processes and spectral analysis

References:

[1] Affandi, R. H., Fox, E., and Taskar, B. (2013). “Approximate inference in continuous determinantal processes.” In Advances in Neural Information Processing Systems, 1430-1438.
[2] Affandi, R. H., Fox, E. B., Adams, R. P., and Taskar, B. (2014). “Learning the Parameters of Determinantal Point Process Kernels.” In ICML, 1224-1232.
[3] Bianchini, I., Guglielmi, A., and Quintana F. A. (2019). “Supplementary Material for “Determinantal Point Process Mixtures Via Spectral Density Approach”.” Bayesian Analysis. · Zbl 1437.62136
[4] Bardenet, R. and Titsias, M. (2015). “Inference for determinantal point processes without spectral knowledge.” In Advances in Neural Information Processing Systems, 3393-3401.
[5] Binder, D. A. (1978). “Bayesian cluster analysis.” Biometrika, 65: 31-38. · Zbl 0376.62007 · doi:10.1093/biomet/65.1.31
[6] Biscio, C. A. N. and Lavancier, F. (2016). “Quantifying repulsiveness of determinantal point processes.” Bernoulli, 22: 2001-2028. · Zbl 1343.60058 · doi:10.3150/15-BEJ718
[7] Biscio, C. A. N. and Lavancier, F. (2017). “Contrast estimation for parametric stationary determinantal point processes.” Scandinavian Journal of Statistics, 44: 204-229. · Zbl 1361.60034 · doi:10.1111/sjos.12249
[8] Daley, D. J. and Vere-Jones, D. (2003). “Basic Properties of the Poisson Process.” An Introduction to the Theory of Point Processes: Volume I: Elementary Theory and Methods, 19-40. · Zbl 1026.60061
[9] Daley, D. J. and Vere-Jones, D. (2007). An introduction to the theory of point processes: volume II: general theory and structure. Springer. · Zbl 1159.60003
[10] De Iorio, M., Müller, P., Rosner, G. L., and MacEachern, S. N. (2004). “An ANOVA model for dependent random measures.” Journal of the American Statistical Association, 99: 205-215. · Zbl 1089.62513 · doi:10.1198/016214504000000205
[11] Dellaportas, P. and Papageorgiou, I. (2006). “Multivariate mixtures of normals with unknown number of components.” Statistics and Computing, 16(1): 57-68. · doi:10.1007/s11222-006-5338-6
[12] Ferguson, T. S. (1983). “Bayesian density estimation by mixtures of normal distributions.” In M. H. Rizvi, J. R. and Siegmund, D. (eds.), Recent Advances in Statistics: Papers in Honor of Herman Chernoff on his Sixtieth Birthday, 287-302. Academic Press. · Zbl 0557.62030
[13] Fraley, C., Raftery, A. E., Murphy, T. B., and Scrucca, L. (2012). mclust Version 4 for R: Normal Mixture Modeling for Model-Based Clustering, Classification, and Density Estimation. · Zbl 1520.62002
[14] Frühwirth-Schnatter, S. (2006). Finite mixture and Markov switching models. Springer Series in Statistics. Springer, New York. · Zbl 1108.62002
[15] Fúquene, J., Steel, M., and Rossell, D. (2016). “On choosing mixture components via non-local priors.” http://arxiv.org/abs/1604.00314v1. · Zbl 1429.62243
[16] Ishwaran, H. and James, L. F. (2001). “Gibbs sampling methods for stick-breaking priors.” Journal of the American Statistical Association, 96: 161-173. · Zbl 1014.62006 · doi:10.1198/016214501750332758
[17] Ismay, C. and Chunn, J. (2017). fivethirtyeight: Data and Code Behind the Stories and Interactives at ’FiveThirtyEight’. R package version 0.1.0. https://CRAN.R-project.org/package=fivethirtyeight.
[18] Jara, A. and Hanson, T. E. (2011). “A class of mixtures of dependent tail-free processes.” Biometrika, 98: 553-566. · Zbl 1231.62178 · doi:10.1093/biomet/asq082
[19] Jara, A., Hanson, T. E., Quintana, F. A., Müller, P., and Rosner, G. L. (2011). “DPpackage: Bayesian semi-and nonparametric modeling in R.” Journal of Statistical Software, 40: 1.
[20] Kulesza, A. and Taskar, B. (2012). “Determinantal point processes for machine learning.” Foundations and Trends in Machine Learning, 5: 123-286. · Zbl 1278.68240 · doi:10.1561/2200000044
[21] Lau, J. W. and Green, P. J. (2007). “Bayesian model-based clustering procedures.” Journal of Computational and Graphical Statistics, 16: 526-558.
[22] Lavancier, F., Møller, J., and Rubak, E. (2015). “Determinantal point process models and statistical inference.” Journal of the Royal Statistical Society: Series B (Statistical Methodology), 77: 853-877. · Zbl 1414.62403 · doi:10.1111/rssb.12096
[23] Lo, A. Y. (1984). “On a class of Bayesian nonparametric estimates: I. Density estimates.” The Annals of Statistics, 12: 351-357. · Zbl 0557.62036 · doi:10.1214/aos/1176346412
[24] Macchi, O. (1975). “The coincidence approach to stochastic point processes.” Advances in Applied Probability, 83-122. · Zbl 0366.60081 · doi:10.2307/1425855
[25] Malsiner-Walli, G., Frühwirth-Schnatter, S., and Grün, B. (2016). “Model-based clustering based on sparse finite Gaussian mixtures.” Statistics and Computing, 26: 303-324. · Zbl 1342.62109 · doi:10.1007/s11222-014-9500-2
[26] McLachlan, G. and Peel, D. (2005). Finite Mixture Models. John Wiley & Sons, Inc. · Zbl 0963.62061
[27] Miller, J. W. and Harrison, M. T. (2013). “A simple example of Dirichlet process mixture inconsistency for the number of components.” In Advances in neural information processing systems, 199-206.
[28] Miller, J. W. and Harrison, M. T. (2017). “Mixture models with a prior on the number of components.” Journal of the American Statistical Association. In Press. · Zbl 1398.62066 · doi:10.1080/01621459.2016.1255636
[29] Møller, J. and Waagepetersen, R. P. (2007). “Modern statistics for spatial point processes.” Scandinavian Journal of Statistics, 34: 643-684. · Zbl 1157.62067
[30] Müller, P., Quintana, F., and Rosner, G. L. (2011). “A product partition model with regression on covariates.” Journal of Computational and Graphical Statistics, 20: 260-278.
[31] Petralia, F., Rao, V., and Dunson, D. B. (2012). “Repulsive Mixtures.” In Pereira, F., Burges, C., Bottou, L., and Weinberger, K. (eds.), Advances in Neural Information Processing Systems 25, 1889-1897. Curran Associates, Inc. http://papers.nips.cc/paper/4589-repulsive-mixtures.pdf.
[32] Quinlan, J. J., Page, G. L., and Quintana, F. A. (2018). “Density regression using repulsive distributions.” Journal of Statistical Computation and Simulation, 88(15): 2931-2947. · Zbl 07192696
[33] Quinlan, J. J., Quintana, F. A., and Page, G. L. (2017). “Parsimonious Hierarchical Modeling Using Repulsive Distributions.” https://arxiv.org/abs/1701.04457v1.
[34] Rousseau, J. and Mengersen, K. (2011). “Asymptotic behaviour of the posterior distribution in overfitted mixture models.” Journal of the Royal Statistical Society: Series B (Statistical Methodology), 73: 689-710. · Zbl 1228.62034 · doi:10.1111/j.1467-9868.2011.00781.x
[35] Shirota, S. and Gelfand, A. E. (2017). “Approximate Bayesian Computation and Model Assessment for Repulsive Spatial Point Processes.” Journal of Computational and Graphical Statistics, 26(3): 646-657.
[36] Xu, Y., Müller, P., and Telesca, D. (2016). “Bayesian Inference for Latent Biological Structure with Determinantal Point Processes (DPP).” Biometrics, 72: 955-964. · Zbl 1390.62320 · doi:10.1111/biom.12482
[37] Zellner, A. (1986). “On assessing prior distributions and Bayesian regression analysis with g-prior distributions.” Bayesian inference and decision techniques: Essays in Honor of Bruno De Finetti, 6: 233-243. · Zbl 0655.62071
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.