Mixture models with decreasing weights
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Journal Title
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Volume Title
A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä
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Date
2023-03
Major/Subject
Mcode
Degree programme
Language
en
Pages
13
Series
Computational Statistics and Data Analysis, Volume 179
Abstract
Decreasing weight prior distributions for mixture models play an important role in nonparametric Bayesian inference. Various random probability measures with decreasing weights have been previously explored and it has been shown that they provide an efficient alternative to the more traditional Dirichlet process mixture model. This ordering of the weights implicitly alleviates the so-called label switching problem, as larger weights correspond to larger groups. A general procedure to define any decreasing weights model based on a characterization of a discrete random variable which also allows for an easy and generic sampling algorithm for estimating the model is provided. An exact representation for the number of expected components is given. Finally, the performance of the mixture model on simulated data sets is investigated numerically.Description
Funding Information: The authors are grateful for the comments and suggestions from two reviewers and an Associate Editor on an earlier version of the paper which have contributed to a substantial improvement. This article is dedicated to the memory of Spyridon J. Hatjispyros. A precious advisor, colleague and friend who is greatly missed. Publisher Copyright: © 2022 The Author(s)
Keywords
Latent variables, Mixture model, Ordered statistics
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Citation
Hatjispyros , S J , Merkatas , C & Walker , S G 2023 , ' Mixture models with decreasing weights ' , Computational Statistics and Data Analysis , vol. 179 , 107651 . https://doi.org/10.1016/j.csda.2022.107651