Separation measures and the geometry of Bayes factor selection for classification
成果类型：
Article
署名作者：
Smith, Jim Q.; Anderson, Paul E.; Liverani, Silvia
署名单位：
University of Warwick
刊物名称：
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
ISSN/ISSBN：
1369-7412
DOI：
10.1111/j.1467-9868.2008.00664.x
发表日期：
2008
页码：
957-980
关键词：
摘要：
Conjugacy assumptions are often used in Bayesian selection over a partition because they allow the otherwise unfeasibly large model space to be searched very quickly. The implications of such models can be analysed algebraically. We use the explicit forms of the associated Bayes factors to demonstrate that such methods can be unstable under common settings of the associated hyperparameters. We then prove that the regions of instability can be removed by setting the hyperparameters in an unconventional way. Under this family of assignments we prove that model selection is determined by an implicit separation measure: a function of the hyperparameters and the sufficient statistics of clusters in a given partition. We show that this family of separation measures has plausible properties. The methodology proposed is illustrated through the selection of clusters of longitudinal gene expression profiles.