A Bayesian alternative to mutual information for the hierarchical clustering of dependent random variables

The use of mutual information as a similarity measure in agglomerative hierarchical clustering (AHC) raises an important issue: some correction needs to be applied for the dimensionality of variables. In this work, we formulate the decision of merging dependent multivariate normal variables in an AHC procedure as a Bayesian model comparison. We found that the Bayesian formulation naturally shrinks the empirical covariance matrix towards a matrix set a priori (e.g., the identity), provides an automated stopping rule, and corrects for dimensionality using a term that scales up the measure as a function of the dimensionality of the variables. Also, the resulting log Bayes factor is asymptotically proportional to the plug-in estimate of mutual information, with an additive correction for dimensionality in agreement with the Bayesian information criterion. We investigated the behavior of these Bayesian alternatives (in exact and asymptotic forms) to mutual information on simulated and real data. An encouraging result was first derived on simulations: the hierarchical clustering based on the log Bayes factor outperformed off-the-shelf clustering techniques as well as raw and normalized mutual information in terms of classification accuracy. On a toy example, we found that the Bayesian approaches led to results that were similar to those of mutual information clustering techniques, with the advantage of an automated thresholding. On real functional magnetic resonance imaging (fMRI) datasets measuring brain activity, it identified clusters consistent with the established outcome of standard procedures. On this application, normalized mutual information had a highly atypical behavior, in the sense that it systematically favored very large clusters. These initial experiments suggest that the proposed Bayesian alternatives to mutual information are a useful new tool for hierarchical clustering

Adaptive Evolutionary Clustering

In many practical applications of clustering, the objects to be clustered evolve over time, and a clustering result is desired at each time step. In such applications, evolutionary clustering typically outperforms traditional static clustering by producing clustering results that reflect long-term trends while being robust to short-term variations. Several evolutionary clustering algorithms have recently been proposed, often by adding a temporal smoothness penalty to the cost function of a static clustering method. In this paper, we introduce a different approach to evolutionary clustering by accurately tracking the time-varying proximities between objects followed by static clustering. We present an evolutionary clustering framework that adaptively estimates the optimal smoothing parameter using shrinkage estimation, a statistical approach that improves a naive estimate using additional information. The proposed framework can be used to extend a variety of static clustering algorithms, including hierarchical, k-means, and spectral clustering, into evolutionary clustering algorithms. Experiments on synthetic and real data sets indicate that the proposed framework outperforms static clustering and existing evolutionary clustering algorithms in many scenarios.Comment: To appear in Data Mining and Knowledge Discovery, MATLAB toolbox available at http://tbayes.eecs.umich.edu/xukevin/affec

A Review of Audio Features and Statistical Models Exploited for Voice Pattern Design

Audio fingerprinting, also named as audio hashing, has been well-known as a powerful technique to perform audio identification and synchronization. It basically involves two major steps: fingerprint (voice pattern) design and matching search. While the first step concerns the derivation of a robust and compact audio signature, the second step usually requires knowledge about database and quick-search algorithms. Though this technique offers a wide range of real-world applications, to the best of the authors' knowledge, a comprehensive survey of existing algorithms appeared more than eight years ago. Thus, in this paper, we present a more up-to-date review and, for emphasizing on the audio signal processing aspect, we focus our state-of-the-art survey on the fingerprint design step for which various audio features and their tractable statistical models are discussed.Comment: http://www.iaria.org/conferences2015/PATTERNS15.html ; Seventh International Conferences on Pervasive Patterns and Applications (PATTERNS 2015), Mar 2015, Nice, Franc