JQ Smith, PE Anderson and S Liverani
Separation Measures and the Geometry of Bayes Factor Selection for Classification
Abstract: Conjugacy assumptions are often used in Bayesian selection over a partition because they allow the otherwise unfeasibly large model space to be searched very quickly. The implications of such models can be analysed algebraically. In this paper we use the explicit forms of the associated Bayes factors to demonstrate that such methods can be unstable under common settings of the associated hyperparameters. We then prove that the regions of instability can be removed by setting the hyperparameters in an unconventional way. Under this family of assignments we prove that model selection is determined by an implicit separation measure: a function of the hyperparameters and the sufficient statistics of clusters in a given partition. We show that this family of separation measures has plausible properties. The proposed methodology is illustrated through the selection of clusters of longitudinal gene expression profiles.
Keywords: Bayes factors, classification, non-conjugate analyses, g-priors, clustering, separation measures.