2013/05/28 by Trevor Campbell, Campbell, Trevor, Miao Liu +7 · 1 citation
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Advanced Clustering Algorithms Research #Statistical Methods and Bayesian Inference
paper · pdf · doi:10.48550/arxiv.1305.6659
This paper presents a novel algorithm, based upon the dependent Dirichlet\nprocess mixture model (DDPMM), for clustering batch-sequential data containing\nan unknown number of evolving clusters. The algorithm is derived via a\nlow-variance asymptotic analysis of the Gibbs sampling algorithm for the DDPMM,\nand provides a hard clustering with convergence guarantees similar to those of\nthe k-means algorithm. Empirical results from a synthetic test with moving\nGaussian clusters and a test with real ADS-B aircraft trajectory data\ndemonstrate that the algorithm requires orders of magnitude less computational\ntime than contemporary probabilistic and hard clustering algorithms, while\nproviding higher accuracy on the examined datasets.\n