Scalable Bayesian Nonparametric Clustering and Classification

We develop a scalable multistep Monte Carlo algorithm for inference under a large class of nonparametric Bayesian models for clustering and classification. Each step is “embarrassingly parallel” and can be implemented using the same Markov chain Monte Carlo sampler. The simplicity and generality of our approach make inference for a wide range of Bayesian nonparametric mixture models applicable to large datasets. Specifically, we apply the approach to inference under a product partition model with regression on covariates. We show results for inference with two motivating datasets: a large set of electronic health records and a bank telemarketing dataset. We find interesting clusters and competitive classification performance relative to other widely used competing classifiers. Supplementary materials for this article are available online.