Bayesian methodologies for handling count-valued time series have gained prominence due to their ability to infer interpretable latent structures and to estimate uncertainties. Among these Bayesian models, Poisson-Gamma Dynamical Systems (PGDSs) are proven to be effective in capturing the evolving dynamics underlying observed count sequences. However, the state-of-the-art PGDS still falls short in capturing the transition dynamics that are commonly observed in real-world count time series. To mitigate this limitation, a PGDS with time-varying transition kernel (TV-PGDS), is proposed to allow the underlying transition matrices to evolve over time. Three specifically-designed Dirichlet Markov chains (Dir-Dir, Dir-Gam-Dir, PR-Gam-Dir) are constructed to accommodate heterogeneous structural mutations within these dependencies. Leveraging Dirichlet-Multinomial-Beta data augmentation techniques, a fully-conjugate and efficient Gibbs sampler is developed to perform posterior simulation. Experiments show that, in comparison with related models, the proposed PGDS achieves improved predictive performance due to its capacity to learn time-varying dependency structure captured by the time-evolving transition matrices.
Count data represented as a matrix of non-negative integer values, such as contingency tables, are prevalent across diverse domains. When clustering such data sets, specific methods are required, as generic algorithms often fail to consider their unique distributional properties, leading to unreliable outputs. An effective strategy is to use well-established statistical models such as the Poisson and negative binomial distributions. We present 3CPO, a clustering algorithm based on statistically solid modeling of count data. In addition to the cluster labels, it identifies a subset of relevant columns, enhancing the interpretability of the results. We propose a simple iterative algorithm that maximizes the posterior probability to find good clustering solutions and discuss its properties. Extensive experiments demonstrate its ability to define high-quality clusters within associated subspaces for various data domains, ranging from gene expressions and texts to economics. Our findings suggest that 3CPO is a robust solution for clustering count data in a statistically sound and interpretable manner. Our code is available at https://github.com/collinleiber/3CPO.
We introduce a Dirichlet--multinomial (DM) deviance residualization for sparse, jointly overdispersed count matrices, the regime that dominates sequencing-based biochemical assays. The DM null treats each sample's count vector as a fixed-total composition with a single scalar concentration $α_0$ governing overdispersion, and arises exactly by conditioning independent negative-binomial feature counts on the observed sample total -- making the DM the joint conditional analogue of standard feature-wise overdispersed count models. The resulting transform preserves exact sparsity, evaluates in constant time per nonzero entry, agrees with multinomial residuals on singleton counts, shrinks repeated-count residuals according to the overdispersion the null tolerates, and recovers the multinomial residual as $α_0\to\infty$. The same fixed-dispersion comparison principle extends to ordered and tree-structured features via the generalized DM and the Dirichlet-tree multinomial, giving a single residual family that subsumes joint and feature-wise count nulls under a common compositional logic and is computationally lightweight enough to drop into existing sparse pipelines.