Scalable Posterior Uncertainty for Flexible Density-Based Clustering

arXiv:2603.03188v2 Announce Type: replace
Abstract: We introduce a novel framework for uncertainty quantification in clustering that combines martingale posterior distributions with density-based clustering. Unlike classical model-based approaches, which define clusters at the latent level of a mixture model, we treat clusters as explicit functionals of the data-generating density, without assuming any specific parametric form. To characterize density uncertainty, we obtain martingale posterior samples via a predictive resampling scheme driven by model score evaluations. This allows us to leverage state-of-the-art differentiable density estimators, such as normalizing flows, making density resampling efficient in large-scale settings and fully parallelizable on modern GPU hardware. Martingale posterior samples of the clustering structure are then obtained by applying density-based clustering to the density draws, enabling principled inference on any clustering-related quantity. Casting the inference target as a density functional further enables a rigorous theoretical analysis of the procedure’s convergence properties. We apply our methodology to image and single-cell RNA sequencing data, demonstrating the computational efficiency afforded by its GPU compatibility as well as its ability to recover meaningful clustering structures, with associated uncertainty, across diverse domains.