Relabelling in Bayesian mixture models by pivotal units

DOI10.1007/S11222-017-9774-2MaRDI QIDQ1704029zbMATH OpenOpenAlexFDO

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

Publication date 8 March 2018

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

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

zbMATH Keywords

MCMCfinite mixture modelBayesian estimationlabel switchingcomplex posterior distributions

Mathematics Subject Classification ID

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

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.

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• scientific article; zbMATH DE number 1489827

Cites work

• scientific article; zbMATH DE number 5133222 (Why is no real title available?)
• An online Bayesian mixture labelling method by minimizing deviance of classification probabilities to reference labels
• Computational and Inferential Difficulties with Mixture Posterior Distributions
• Dealing With Label Switching in Mixture Models
• Finite mixture models
• Maxima units search (MUS) algorithm: methodology and applications
• Statistical analysis of finite mixture distributions

Cited in

(7)

• Anchored Bayesian Gaussian mixture models
• Minimum Hellinger distance estimation for a semiparametric location-shifted mixture model
• 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

Describes a project that uses

Uses Software

• bayesmix
• Label.switching

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