Statistics Colloquium: Francois Caron (University of Oxford)


Monday, October 26, 2020, 10:30am to 11:30am


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Non-exchangeable random partition models for microclustering


Many popular random partition models, such as the Chinese restaurant process and its two-parameter extension, fall in the class of exchangeable random partitions, and have found wide applicability in model-based clustering, population genetics, ecology or network analysis. While the exchangeability assumption is sensible in many cases, it has some strong implications. In particular, Kingman’s representation theorem implies that the size of the clusters necessarily grows linearly with the sample size; this feature may be undesirable for some applications, as recently pointed out by Miller et al. (2015). We present here a flexible class of non-exchangeable random partition models which are able to generate partitions whose cluster sizes grow sublinearly with the sample size, and where the growth rate is controlled by one parameter. Along with this result, we provide the asymptotic behaviour of the number of clusters of a given size, and show that the model can exhibit a power-law behaviour, controlled by another parameter. The construction is based on completely random measures and a Poisson embedding of the random partition, and inference is performed using a Sequential Monte Carlo algorithm. Additionally, we show how the model can also be directly used, by relaxing the exchangeability assumption in edge-exchangeable models, to obtain a class of sparse multigraphs with power-law degree distribution and sublinear growth of the node degrees. Finally, experiments on real datasets emphasize the usefulness of the approach compared to a two-parameter Chinese restaurant process.