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BNPClust: A C++ Framework for Bayesian Nonparametric Clustering with MCMC

Inspired by the need for flexible and efficient tools in Bayesian nonparametric clustering, this repository presents a C++ framework that leverages Markov Chain Monte Carlo (MCMC) methods. The framework is designed to be modular and extensible, allowing users to implement various stochastic processes, likelihood models, and sampling strategies.

Documentation: https://filippo-galli.github.io/BNPClust/

License: GPL-3.0 — See [LICENSE](LICENSE) file for details

🚀 Quick Start

To get started quickly, clone the repository and open it in R/RStudio. Ensure you have the required R packages installed (Rcpp, RcppEigen).

git clone https://github.com/filippo-galli/BNPClust.git
cd BNPClust

Open R/mcmc_loop.R to create your own preferred MCMC scheme and see how to create and pass data to each component.

An example of a complete MCMC scheme is provided in R/launcher.R, which uses R/mcmc_loop.R as the underlying MCMC loop.

📁 Directory Structure

  • R/: R interface functions and scripts for MCMC orchestration and analysis
  • src/: C++ source code implementing the core framework
  • docs/: Generated documentation (Doxygen)
  • doxygen-theme/: Doxygen theme configuration files

R Scripts

Each C++ class in the framework has corresponding R bindings to facilitate interaction with R users. The typical workflow is:

  • R/launcher.R: Entry point to load data, set parameters, invoke MCMC functions, and save results
  • R/mcmc_loop.R: The MCMC iteration loop where you select the combination of Process, Likelihood, and Sampler to use
  • R/mcmc_analysis.R: Functions to visualize and summarize MCMC output
  • Other scripts provide utility functions for data loading, visualization, result plotting, and data fetching/cleaning

src: C++ Core Framework

The C++ source code is organized into the following subdirectories:

  • src/processes/: Implementations of stochastic processes (e.g., Dirichlet Process, Normalized Generalized Gamma Process) and their modular extensions (continuous covariate, spatial, and binary covariate modules)
  • src/likelihoods/: Likelihood model implementations, including distance-based clustering, gamma likelihood, and null likelihood
  • src/samplers/: MCMC sampling algorithms (Neal's Algorithm 3, Split-Merge variants, SAMS, etc.)
  • src/utils/: Utility functions, base classes, and shared infrastructure
  • src/bindings.cpp: Rcpp bindings exposing C++ classes and functions to R

docs and Documentation

The docs/ folder contains documentation generated with Doxygen, including class diagrams and detailed code documentation. To regenerate the documentation, ensure Doxygen is installed and run:

doxygen Doxyfile

🏗️ Architecture

The framework is built around five main logical components:

  1. Params: Manages model hyperparameters and MCMC configuration
  2. Likelihood: Defines the data observation model
  3. Process: Handles the Bayesian nonparametric prior
  4. Data: Manages cluster assignments and data handling
  5. Sampler: Implements the MCMC inference engine

📦 Implemented Methods

Stochastic Processes

Currently implemented processes:

  • Dirichlet Process (DP): The foundational nonparametric prior
  • Normalized Generalized Gamma Process (NGGP): A flexible family of which the DP is a special case

The framework supports modular extensions to incorporate domain-specific structure:

  • Continuous Covariate Module: Incorporates continuous covariates into the clustering process
  • Spatial Module: Accounts for spatial dependencies given a neighbor adjacency matrix
  • Binary Covariate Module: Incorporates discrete covariates into the clustering process

Cached versions of these modules are available for improved computational performance.

Likelihood Models

All likelihood components are implemented as log-likelihood functions for numerical stability. Currently available:

  • Distance-based Clustering: Based on "Cohesion and Repulsion in Bayesian Distance Clustering" (Natarajan et al., 2023)
  • Gamma Likelihood: Variant of distance-based clustering without the repulsion term
  • Null Likelihood: A placeholder that does not contribute to the posterior, useful for prior inspection

MCMC Samplers

The framework includes several MCMC sampling strategies suited to different problem structures:

  • Neal's Algorithm 3: Conjugate Gibbs sampler for efficient cluster updates
  • ZDNAM: Gibbs sampling with Zero-self Downward Nested Antithetic Modification (Neal, 2024) — experimental
  • Split-Merge (Jain & Neal, 2004): Standard Split-Merge MCMC procedure
  • SAMS: Sequentially-Allocated Merge-Split sampler (Dahl, 2021)
  • LSS Split-Merge: Locality Sensitive Sampling for scalable Split-Merge (Luo et al., 2018)
  • LSS-SDDS Split-Merge: Split-Merge with Smart-Dumb/Dumb-Smart moves, LSS, and SAMS enhancements

Status Legend: Core methods (Neal's Algorithm 3, standard Split-Merge) are production-ready; samplers marked experimental are under development.

🛠️ Installation & Usage

Prerequisites

  • R (version 3.5.0 or later)
  • C++ Compiler supporting C++11 or later (e.g., g++, clang)
  • R Packages: Rcpp, RcppEigen

Setup

  1. Clone the repository:
    git clone https://github.com/filippo-galli/BNPClust.git
    cd BNPClust
  2. Open the project in R/RStudio
  3. Install dependencies:
    install.packages(c("Rcpp", "RcppEigen"))

Running a Basic Example

The Rcpp bindings in src/bindings.cpp expose all C++ classes and functions to R, allowing you to compose custom MCMC schemes directly from R. Use R/launcher.R as a template:

  1. Configure your Process, Likelihood, and Sampler in R/mcmc_loop.R
  2. Prepare your data and hyperparameters in R/launcher.R
  3. Execute R/launcher.R to run the MCMC chain
  4. Analyze results using R/mcmc_analysis.R

📚 References

  • Natarajan, L., et al. (2023). Cohesion and Repulsion in Bayesian Distance Clustering
  • Neal, R. M. (2000). Markov Chain Sampling Methods for Dirichlet Process Mixture Models. Journal of Computational and Graphical Statistics, 9(2), 249–265
  • Neal, R. M. (2024). Modifying Gibbs Sampling to Avoid Self Transitions
  • Jain, S., & Neal, R. M. (2004). A Split-Merge Markov Chain Monte Carlo Procedure for the Dirichlet Process Mixture Model. Journal of Computational and Graphical Statistics, 13(1), 158–182
  • Dahl, D. B. (2021). Sequentially-allocated merge-split samplers for conjugate Bayesian nonparametric models
  • Luo, L., et al. (2018). Scaling-up Split-Merge MCMC with Locality Sensitive Sampling (LSS)

💡 Usage & Licensing

BNPClust is released under the GPL-3.0 license, which means:

  • ✅ Use freely: You can use BNPClust for any purpose, including commercial applications
  • ✅ Modify and extend: You can modify the code to suit your needs
  • ✅ Study the source: Full source code access for learning and verification
  • 📋 Share improvements: If you distribute modified versions, they must also be released under GPL-3.0 with source code provided

For details on GPL-3.0 compliance and your obligations, see the [LICENSE](LICENSE) file.

💡 Contributing

See CONTRIBUTING.md for guidelines on how to contribute to BNPClust.

If you find this project useful, please leave a star! ⭐