Relabelling in Bayesian mixture models by pivotal units

DOI10.1007/S11222-017-9774-2zbMATH Open1384.62194arXiv1501.05478OpenAlexW1719998910MaRDI QIDQ1704029FDOQ1704029

Authors: Leonardo Egidi, Roberta Pappadà, Francesco Pauli, Nicola Torelli 

Publication date: 8 March 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Abstract: In this paper a simple procedure to deal with label switching when exploring complex posterior distributions by MCMC algorithms is proposed. Although it cannot be generalized to any situation, it may be handy in many applications because of its simplicity and very low computational burden. A possible area where it proves to be useful is when deriving a sample for the posterior distribution arising from finite mixture models when no simple or rational ordering between the components is available.

Full work available at URL: https://arxiv.org/abs/1501.05478

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• scientific article; zbMATH DE number 1489827

zbMATH Keywords

MCMCfinite mixture modelBayesian estimationlabel switchingcomplex posterior distributions

Mathematics Subject Classification ID

Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Cites Work

• Statistical analysis of finite mixture distributions
• Finite mixture models
• Dealing With Label Switching in Mixture Models
• Computational and Inferential Difficulties with Mixture Posterior Distributions
• Title not available (Why is that?)
• An online Bayesian mixture labelling method by minimizing deviance of classification probabilities to reference labels
• Maxima units search (MUS) algorithm: methodology and applications

Cited In (7)

• Minimum Hellinger distance estimation for a semiparametric location-shifted mixture model
• Anchored Bayesian Gaussian mixture models
• Adaptive MCMC with online relabeling
• Dealing With Label Switching in Mixture Models
• Dealing with label switching in mixture models under genuine multimodality
• Random effects clustering in multilevel modeling: choosing a proper partition
• Relabel mixture models via modal clustering

Uses Software

• Label.switching
• bayesmix

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