Generalized mixtures of finite mixtures and telescoping sampling

DOI10.48550/ARXIV.2005.09918arXiv2005.09918OpenAlexW3093484561MaRDI QIDQ130362FDOQ130362

Authors: Sylvia Frühwirth-Schnatter, Gertraud Malsiner-Walli, Bettina Grün, Sylvia Frühwirth-Schnatter, Gertraud Malsiner-Walli, Bettina Grün 

Publication date: 20 May 2020

Published in: Bayesian Analysis (Search for Journal in Brave)

Abstract: Within a Bayesian framework, a comprehensive investigation of mixtures of finite mixtures (MFMs), i.e., finite mixtures with a prior on the number of components, is performed. This model class has applications in model-based clustering as well as for semi-parametric density estimation and requires suitable prior specifications and inference methods to exploit its full potential. We contribute by considering a generalized class of MFMs where the hyperparameter $gamm{a}_K$ of a symmetric Dirichlet prior on the weight distribution depends on the number of components. We show that this model class may be regarded as a Bayesian non-parametric mixture outside the class of Gibbs-type priors. We emphasize the distinction between the number of components $K$ of a mixture and the number of clusters $K_{+}$, i.e., the number of filled components given the data. In the MFM model, $K_{+}$ is a random variable and its prior depends on the prior on $K$ and on the hyperparameter $gamm{a}_K$. We employ a flexible prior distribution for the number of components $K$ and derive the corresponding prior on the number of clusters $K_{+}$ for generalized MFMs. For posterior inference, we propose the novel telescoping sampler which allows Bayesian inference for mixtures with arbitrary component distributions without resorting to reversible jump Markov chain Monte Carlo (MCMC) methods. The telescoping sampler explicitly samples the number of components, but otherwise requires only the usual MCMC steps of a finite mixture model. The ease of its application using different component distributions is demonstrated on several data sets.

Full work available at URL: https://arxiv.org/abs/2005.09918

zbMATH Keywords

Bayesian mixturesDirichlet process mixturesGibbs-type priorsPitman-Yor process mixturesreversible jump MCMCsparse Finite mixtures

Mathematics Subject Classification ID

Statistics (62-XX) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Numerical analysis or methods applied to Markov chains (65C40)

Cites Work

• Asymptotic behaviour of the posterior distribution in overfitted mixture models
• Modelling heterogeneity with and without the Dirichlet process
• From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering
• Bayesian Density Estimation and Inference Using Mixtures
• On the posterior distribution of the number of components in a finite mixture
• Finite mixture and Markov switching models.
• Model-based clustering based on sparse finite Gaussian mixtures
• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• Probabilistic Community Detection With Unknown Number of Communities
• A Dirichlet process mixture model for the analysis of correlated binary responses
• The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
• Exchangeable and partially exchangeable random partitions
• How many data clusters are in the galaxy data set? Bayesian cluster analysis in action
• On a loss-based prior for the number of components in mixture models
• On selecting a prior for the precision parameter of Dirichlet process mixture models
• Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
• How many clusters?
• An asymptotic analysis of a class of discrete nonparametric priors
• Inconsistency of Pitman-Yor process mixtures for the number of components
• Bayesian Repulsive Gaussian Mixture Model
• Density Estimation With Confidence Sets Exemplified by Superclusters and Voids in the Galaxies
• Selecting the precision parameter prior in Dirichlet process mixture models
• Markov chain Monte Carlo in approximate Dirichlet and beta two-parameter process hierarchical models
• Mixture models with a prior on the number of components
• Splitting and merging components of a nonconjugate Dirichlet process mixture model
• Slice sampling mixture models
• A species sampling model with finitely many types

Cited In (5)

• Is infinity that far? A Bayesian nonparametric perspective of finite mixture models
• Finite-dimensional Discrete Random Structures and Bayesian Clustering
• Assessing aquatic toxicity assessment via a clustered variance model
• Bayesian mixture models (in)consistency for the number of clusters
• fipp

This page was built for publication: Generalized mixtures of finite mixtures and telescoping sampling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q130362)