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Related papers: Bayesian finite mixtures: a note on prior specific…

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The posterior distribution of the number of components k in a finite mixture satisfies a set of inequality constraints. The result holds irrespective of the parametric form of the mixture components and under assumptions on the prior…

Statistics Theory · Mathematics 2007-06-13 Agostino Nobile

Finite mixture models are a useful statistical model class for clustering and density approximation. In the Bayesian framework finite mixture models require the specification of suitable priors in addition to the data model. These priors…

Methodology · Statistics 2024-07-09 Bettina Grün , Gertraud Malsiner-Walli

This paper deals with Bayesian inference of a mixture of Gaussian distributions. A novel formulation of the mixture model is introduced, which includes the prior constraint that each Gaussian component is always assigned a minimal number of…

Methodology · Statistics 2014-05-21 Colin J. Stoneking

In Bayesian inference for mixture models with an unknown number of components, a finite mixture model is usually employed that assumes prior distributions for mixing weights and the number of components. This model is called a mixture of…

Methodology · Statistics 2025-12-25 Fumiya Iwashige , Shintaro Hashimoto

We propose a prior distribution for the number of components of a finite mixture model. The novelty is that the prior distribution is obtained by considering the loss one would incur if the true value representing the number of components…

Methodology · Statistics 2018-09-05 Clara Grazian , Cristiano Villa , Brunero Liseo

This article establishes general conditions for posterior consistency of Bayesian finite mixture models with a prior on the number of components. That is, we provide sufficient conditions under which the posterior concentrates on…

Statistics Theory · Mathematics 2022-05-09 Jeffrey W. Miller

We study posterior contraction behaviors for parameters of interest in the context of Bayesian mixture modeling, where the number of mixing components is unknown while the model itself may or may not be correctly specified. Two…

Statistics Theory · Mathematics 2019-01-17 Aritra Guha , Nhat Ho , XuanLong Nguyen

The use of a finite mixture of normal distributions in model-based clustering allows to capture non-Gaussian data clusters. However, identifying the clusters from the normal components is challenging and in general either achieved by…

Methodology · Statistics 2016-06-21 Gertraud Malsiner-Walli , Sylvia Frühwirth-Schnatter , Bettina Grün

We study Bayesian estimation of finite mixture models in a general setup where the number of components is unknown and allowed to grow with the sample size. An assumption on growing number of components is a natural one as the degree of…

Statistics Theory · Mathematics 2022-03-18 Ilsang Ohn , Lizhen Lin

In this paper, we show how a complete and exact Bayesian analysis of a parametric mixture model is possible in some cases when components of the mixture are taken from exponential families and when conjugate priors are used. This restricted…

Computation · Statistics 2010-11-01 Christian P. Robert , Kerrie L. Mengersen

We propose a method for estimating the posterior distribution of a standard geostatistical model. After choosing the model formulation and specifying a prior, we use normal mixture densities to approximate the posterior distribution. The…

Methodology · Statistics 2014-09-10 Zepu Zhang

This article discusses the problem of estimation of parameters in finite mixtures when the mixture components are assumed to be symmetric and to come from the same location family. We refer to these mixtures as semi-parametric because no…

Statistics Theory · Mathematics 2007-08-07 David R. Hunter , Shaoli Wang , Thomas P. Hettmansperger

The computation of two Bayesian predictive distributions which are discrete mixtures of incomplete beta functions is considered. The number of iterations can easily become large for these distributions and thus, the accuracy of the result…

Statistics Theory · Mathematics 2007-06-13 Jacques Poitevineau , Bruno Lecoutre

In this contribution, we present new algorithms to source separation for the case of noisy instantaneous linear mixture, within the Bayesian statistical framework. The source distribution prior is modeled by a mixture of Gaussians…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Hichem Snoussi , Ali Mohammad-Djafari

We present two different approaches for parameter learning in several mixture models in one dimension. Our first approach uses complex-analytic methods and applies to Gaussian mixtures with shared variance, binomial mixtures with shared…

Machine Learning · Computer Science 2020-01-22 Akshay Krishnamurthy , Arya Mazumdar , Andrew McGregor , Soumyabrata Pal

This survey covers state-of-the-art Bayesian techniques for the estimation of mixtures. It complements the earlier Marin, Mengersen and Robert (2005) by studying new types of distributions, the multinomial, latent class and t distributions.…

Computation · Statistics 2008-04-16 Kate Lee , Jean-Michel Marin , Kerrie Mengersen , Christian P. Robert

Finite mixture and Markov-switching models generalize and, therefore, nest specifications featuring only one component. While specifying priors in the two: the general (mixture) model and its special (single-component) case, it may be…

Statistics Theory · Mathematics 2013-09-04 Łukasz Kwiatkowski

The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…

Machine Learning · Statistics 2023-10-09 Eliezer de Souza da Silva , Tomasz Kuśmierczyk , Marcelo Hartmann , Arto Klami

Bayesian methods estimate a measure of uncertainty by using the posterior distribution. One source of difficulty in these methods is the computation of the normalizing constant. Calculating exact posterior is generally intractable and we…

Machine Learning · Computer Science 2021-11-17 Farzaneh Mahdisoltani

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…

Methodology · Statistics 2025-09-15 Sylvia Frühwirth-Schnatter , Gertraud Malsiner-Walli , Bettina Grün
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