High-Dimensional Bayesian Clustering with Variable Selection: The R Package bclust

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Authors Vahid Partovi Nia, Anthony C. Davison
Journal/Conference Name Journal of Statistical Software
Paper Category
Paper Abstract The R package bclust is useful for clustering high-dimensional continuous data. The package uses a parametric spike-and-slab Bayesian model to downweight the effect of noise variables and to quantify the importance of each variable in agglomerative clustering. We take advantage of the existence of closed-form marginal distributions to estimate the model hyper-parameters using empirical Bayes, thereby yielding a fully automatic method. We discuss computational problems arising in implementation of the procedure and illustrate the usefulness of the package through examples.
Date of publication 2012
Code Programming Language R
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