research article
High-Dimensional Bayesian Clustering with Variable Selection: The R Package bclust
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.
Type
research article
Web of Science ID
WOS:000303804200001
Author(s)
Date Issued
2012
Published in
Volume
47
Start page
1
End page
22
Editorial or Peer reviewed
REVIEWED
Written at
EPFL
EPFL units
Available on Infoscience
June 1, 2012
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