Bayesian clustering in decomposable graphs

In this paper we propose a class of prior distributions on decomposable graphs, allowing for improved modeling flexibility. While existing methods solely penalize the number of edges, the proposed work empowers practitioners to control clustering, level of separation, and other features of the graph. Emphasis is placed on a particular prior distribution which derives its motivation from the class of product partition models; the properties of this prior relative to existing priors is examined through theory and simulation. We then demonstrate the use of graphical models in the field of agriculture, showing how the proposed prior distribution alleviates the inflexibility of previous approaches in properly modeling the interactions between the yield of different crop varieties.Comment: 3 figures, 1 tabl

On sparsity, power-law and clustering properties of graphex processes

This paper investigates properties of the class of graphs based on exchangeable point processes. We provide asymptotic expressions for the number of edges, number of nodes and degree distributions, identifying four regimes: (i) a dense regime, (ii) a sparse almost dense regime, (iii) a sparse regime with power-law behaviour, and (iv) an almost extremely sparse regime. We show that under mild assumptions, both the global and local clustering coefficients converge to constants which may or may not be the same. We also derive a central limit theorem for the number of nodes. Finally, we propose a class of models within this framework where one can separately control the latent structure and the global sparsity/power-law properties of the graph

Sparsity-Promoting Bayesian Dynamic Linear Models

Sparsity-promoting priors have become increasingly popular over recent years due to an increased number of regression and classification applications involving a large number of predictors. In time series applications where observations are collected over time, it is often unrealistic to assume that the underlying sparsity pattern is fixed. We propose here an original class of flexible Bayesian linear models for dynamic sparsity modelling. The proposed class of models expands upon the existing Bayesian literature on sparse regression using generalized multivariate hyperbolic distributions. The properties of the models are explored through both analytic results and simulation studies. We demonstrate the model on a financial application where it is shown that it accurately represents the patterns seen in the analysis of stock and derivative data, and is able to detect major events by filtering an artificial portfolio of assets

Bayesian nonparametric Plackett-Luce models for the analysis of preferences for college degree programmes

In this paper we propose a Bayesian nonparametric model for clustering partial ranking data. We start by developing a Bayesian nonparametric extension of the popular Plackett-Luce choice model that can handle an infinite number of choice items. Our framework is based on the theory of random atomic measures, with the prior specified by a completely random measure. We characterise the posterior distribution given data, and derive a simple and effective Gibbs sampler for posterior simulation. We then develop a Dirichlet process mixture extension of our model and apply it to investigate the clustering of preferences for college degree programmes amongst Irish secondary school graduates. The existence of clusters of applicants who have similar preferences for degree programmes is established and we determine that subject matter and geographical location of the third level institution characterise these clusters.Comment: Published in at http://dx.doi.org/10.1214/14-AOAS717 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

L’héritage républicain du fédéralisme : Une théorie de l’identité nationale dans les fédérations multinationales

L’évaluation du fédéralisme à la lumière des aspects qui ont mené à la création de la fédération américaine permet de situer ce système politique dans la tradition républicaine de la liberté. Par une historiographie des idées qui ont précédé la révolution américaine et l’établissement du pacte fédéral de 1789, ce texte vise à démontrer en quoi l’idée moderne du fédéralisme est d’abord et avant tout un système politique dont l’objectif consiste à empêcher la domination. À partir de cette historiographie, le présent article vise à établir un cadre normatif pour les politiques identitaires des fédérations multinationales.The evaluation of federalism in light of the elements that led to the creation of the American federation allows us to situate this political system within the republican tradition of liberty. Through a historiography of the ideas that preceded the American Revolution and the federal pact of 1789, this text seeks to demonstrate that the modern idea of federalism is first and foremost that of a political system whose objective is to prevent domination. Based on that historiography, this article aims to establish a normative framework for the politics of identity of multinational federations