Mean-field theory of Bayesian clustering

Alexander Mozeika and Anthony C. C. Coolen
Phys. Rev. E 98, 042133 – Published 19 October 2018

Abstract

We show that model-based Bayesian clustering, the probabilistically most systematic approach to the partitioning of data, can be mapped into a statistical physics problem for a gas of particles and as a result becomes amenable to a detailed quantitative analysis. A central role in the resulting statistical physics framework is played by an entropy function. We demonstrate that there is a relevant parameter regime where mean-field analysis of this function is exact and that, under natural assumptions, the lowest entropy state of the hypothetical gas corresponds to the optimal clustering of data. The by-product of our analysis is a simple but effective clustering algorithm, which infers both the most plausible number of clusters in the data and the corresponding partitions. Describing Bayesian clustering in statistical mechanical terms is found to be natural and surprisingly effective.

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  • Received 7 September 2017
  • Revised 20 January 2018

DOI:https://doi.org/10.1103/PhysRevE.98.042133

©2018 American Physical Society

Physics Subject Headings (PhySH)

  1. Research Areas
Statistical Physics & Thermodynamics

Authors & Affiliations

Alexander Mozeika1 and Anthony C. C. Coolen1,2

  • 1Institute for Mathematical and Molecular Biomedicine, King's College London, Hodgkin Building, London SE1 1UL, United Kingdom
  • 2Department of Mathematics, King's College London, The Strand, London WC2R 2LS, United Kingdom

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Issue

Vol. 98, Iss. 4 — October 2018

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