Clustering Multiple Related Datasets with a Hierarchical Dirichlet Process

Abstract

<p>I consider the problem of clustering multiple related groups of data. My approach entails mixture models in the context of hierarchical Dirichlet processes, focusing on their ability to perform inference on the unknown number of components in the mixture, as well as to facilitate the sharing of information and borrowing of strength across the various data groups. Here, I build upon the hierarchical Dirichlet process model proposed by Muller <italics>et al.</italics> (2004), revising some relevant aspects of the model, as well as improving the MCMC sampler's convergence by combining local Gibbs sampler moves with global Metropolis-Hastings split-merge moves. I demonstrate the strengths of my model by employing it to cluster both synthetic and real datasets.</p>