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514
Dealing with label switching in mixture models
 Journal of the Royal Statistical Society, Series B
, 2000
"... In a Bayesian analysis of finite mixture models, parameter estimation and clustering are sometimes less straightforward that might be expected. In particular, the common practice of estimating parameters by their posterior mean, and summarising joint posterior distributions by marginal distributions ..."
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Cited by 124 (0 self)
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In a Bayesian analysis of finite mixture models, parameter estimation and clustering are sometimes less straightforward that might be expected. In particular, the common practice of estimating parameters by their posterior mean, and summarising joint posterior distributions by marginal distributions, often leads to nonsensical answers. This is due to the socalled “labelswitching” problem, which is caused by symmetry in the likelihood of the model parameters. A frequent response to this problem is to remove the symmetry using artificial identifiability constraints. We demonstrate that this fails in general to solve the problem, and describe an alternative class of approaches, relabelling algorithms, which arise from attempting to minimise the posterior expected loss under a class of loss functions. We describe in detail one particularly simple and general relabelling algorithm, and illustrate its success in dealing with the labelswitching problem on two examples.
Computational and Inferential Difficulties With Mixture Posterior Distributions
 Journal of the American Statistical Association
, 1999
"... This paper deals with both exploration and interpretation problems related to posterior distributions for mixture models. The specification of mixture posterior distributions means that the presence of k! modes is known immediately. Standard Markov chain Monte Carlo techniques usually have difficult ..."
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Cited by 118 (12 self)
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This paper deals with both exploration and interpretation problems related to posterior distributions for mixture models. The specification of mixture posterior distributions means that the presence of k! modes is known immediately. Standard Markov chain Monte Carlo techniques usually have difficulties with wellseparated modes such as occur here; the Markov chain Monte Carlo sampler stays within a neighbourhood of a local mode and fails to visit other equally important modes. We show that exploration of these modes can be imposed on the Markov chain Monte Carlo sampler using tempered transitions based on Langevin algorithms. However, as the prior distribution does not distinguish between the different components, the posterior mixture distribution is symmetric and thus standard estimators such as posterior means cannot be used. Since this is also true for most nonsymmetric priors, we propose alternatives for Bayesian inference for permutation invariant posteriors, including a cluster...
SMEM Algorithm for Mixture Models
 NEURAL COMPUTATION
, 1999
"... We present a split and merge EM (SMEM) algorithm to overcome the local maxima problem in parameter estimation of finite mixture models. In the case of mixture models, local maxima often involve having too many components of a mixture model in one part of the space and too few in another, widely sepa ..."
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Cited by 108 (3 self)
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We present a split and merge EM (SMEM) algorithm to overcome the local maxima problem in parameter estimation of finite mixture models. In the case of mixture models, local maxima often involve having too many components of a mixture model in one part of the space and too few in another, widely separated part of the space. To escape from such configurations we repeatedly perform simultaneous split and merge operations using a new criterion for efficiently selecting the split and merge candidates. We apply the proposed algorithm to the training of Gaussian mixtures and mixtures of factor analyzers using synthetic and real data and show the effectiveness of using the split and merge operations to improve the likelihood of both the training data and of heldout test data. We also show the practical usefulness of the proposed algorithm by applying it to image compression and pattern recognition problems.
A SplitMerge Markov Chain Monte Carlo Procedure for the Dirichlet Process Mixture Model
 Journal of Computational and Graphical Statistics
, 2000
"... . We propose a splitmerge Markov chain algorithm to address the problem of inefficient sampling for conjugate Dirichlet process mixture models. Traditional Markov chain Monte Carlo methods for Bayesian mixture models, such as Gibbs sampling, can become trapped in isolated modes corresponding to an ..."
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Cited by 103 (0 self)
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. We propose a splitmerge Markov chain algorithm to address the problem of inefficient sampling for conjugate Dirichlet process mixture models. Traditional Markov chain Monte Carlo methods for Bayesian mixture models, such as Gibbs sampling, can become trapped in isolated modes corresponding to an inappropriate clustering of data points. This article describes a MetropolisHastings procedure that can escape such local modes by splitting or merging mixture components. Our MetropolisHastings algorithm employs a new technique in which an appropriate proposal for splitting or merging components is obtained by using a restricted Gibbs sampling scan. We demonstrate empirically that our method outperforms the Gibbs sampler in situations where two or more components are similar in structure. Key words: Dirichlet process mixture model, Markov chain Monte Carlo, MetropolisHastings algorithm, Gibbs sampler, splitmerge updates 1 Introduction Mixture models are often applied to density estim...
Bayesian methods for hidden Markov models: recursive computing in the 21st century
 Journal of the American Statistical Association
, 2002
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Bayesian approaches to gaussian mixture modelling
 IEEE Trans. Pattern Anal. Machine Intell
, 1998
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Modelling heterogeneity with and without the Dirichlet process
, 2001
"... We investigate the relationships between Dirichlet process (DP) based models and allocation models for a variable number of components, based on exchangeable distributions. It is shown that the DP partition distribution is a limiting case of a Dirichlet± multinomial allocation model. Comparisons of ..."
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Cited by 74 (4 self)
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We investigate the relationships between Dirichlet process (DP) based models and allocation models for a variable number of components, based on exchangeable distributions. It is shown that the DP partition distribution is a limiting case of a Dirichlet± multinomial allocation model. Comparisons of posterior performance of DP and allocation models are made in the Bayesian paradigm and illustrated in the context of univariate mixture models. It is shown in particular that the unbalancedness of the allocation distribution, present in the prior DP model, persists a posteriori. Exploiting the model connections, a new MCMC sampler for general DP based models is introduced, which uses split/merge moves in a reversible jump framework. Performance of this new sampler relative to that of some traditional samplers for DP processes is then explored.
Bayesian Analysis of Mixture Models with an Unknown Number of Components  an alternative to reversible jump methods
, 1998
"... Richardson and Green (1997) present a method of performing a Bayesian analysis of data from a finite mixture distribution with an unknown number of components. Their method is a Markov Chain Monte Carlo (MCMC) approach, which makes use of the "reversible jump" methodology described by Gree ..."
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Cited by 72 (0 self)
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Richardson and Green (1997) present a method of performing a Bayesian analysis of data from a finite mixture distribution with an unknown number of components. Their method is a Markov Chain Monte Carlo (MCMC) approach, which makes use of the "reversible jump" methodology described by Green (1995). We describe an alternative MCMC method which views the parameters of the model as a (marked) point process, extending methods suggested by Ripley (1977) to create a Markov birthdeath process with an appropriate stationary distribution. Our method is easy to implement, even in the case of data in more than one dimension, and we illustrate it on both univariate and bivariate data. Keywords: Bayesian analysis, Birthdeath process, Markov process, MCMC, Mixture model, Model Choice, Reversible Jump, Spatial point process 1 Introduction Finite mixture models are typically used to model data where each observation is assumed to have arisen from one of k groups, each group being suitably modelle...
Model selection for probabilistic clustering using crossvalidated likelihood
 Statistics and Computing
, 2000
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Transdimensional Markov chain Monte Carlo
 in Highly Structured Stochastic Systems
, 2003
"... In the context of samplebased computation of Bayesian posterior distributions in complex stochastic systems, this chapter discusses some of the uses for a Markov chain with a prescribed invariant distribution whose support is a union of euclidean spaces of differing dimensions. This leads into a re ..."
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Cited by 62 (0 self)
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In the context of samplebased computation of Bayesian posterior distributions in complex stochastic systems, this chapter discusses some of the uses for a Markov chain with a prescribed invariant distribution whose support is a union of euclidean spaces of differing dimensions. This leads into a reformulation of the reversible jump MCMC framework for constructing such ‘transdimensional ’ Markov chains. This framework is compared to alternative approaches for the same task, including methods that involve separate sampling within different fixeddimension models. We consider some of the difficulties researchers have encountered with obtaining adequate performance with some of these methods, attributing some of these to misunderstandings, and offer tentative recommendations about algorithm choice for various classes of problem. The chapter concludes with a look towards desirable future developments.