Graphical posterior predictive classification: Bayesian model averaging with particle Gibbs

Author:

Pavlenko Tatjana,Rios Felix

Abstract

In this study, we present a multi-class graphical Bayesian predictive classifier that incorporates the uncertainty in the model selection into the standard Bayesian formalism. For each class, the dependence structure underlying the observed features is represented by a set of decomposable Gaussian graphical models. Emphasis is then placed on theBayesian model averagingwhich takes full account of the class-specific model uncertainty by averaging over the posterior graph model probabilities. An explicit evaluation of the model probabilities is well known to be infeasible. To address this issue, we consider the particle Gibbs strategy of J. Olsson, T. Pavlenko, and F. L. Rios [Electron. J. Statist. 13 (2019), no. 2, 2865–2897] for posterior sampling from decomposable graphical models which utilizes the so-calledChristmas tree algorithmof J. Olsson, T. Pavlenko, and F. L. Rios [Stat. Comput. 32 (2022), no. 5, Paper No. 80, 18] as proposal kernel. We also derive a strong hyper Markov law which we call thehyper normal Wishart lawthat allows to perform the resultant Bayesian calculations locally. The proposed predictive graphical classifier reveals superior performance compared to the ordinary Bayesian predictive rule that does not account for the model uncertainty, as well as to a number of out-of-the-box classifiers.

Publisher

American Mathematical Society (AMS)

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference30 articles.

1. Particle Markov chain Monte Carlo methods;Andrieu, Christophe;J. R. Stat. Soc. Ser. B Stat. Methodol.,2010

2. Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics;Bernardo, Jose-M.,1994

3. Structural Markov graph laws for Bayesian model uncertainty;Byrne, Simon;Ann. Statist.,2015

4. On particle Gibbs sampling;Chopin, Nicolas;Bernoulli,2015

5. Model uncertainty;Clyde, Merlise;Statist. Sci.,2004

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3