An online Bayesian mixture labelling method by minimizing deviance of classification probabilities to reference labels

作者：Yao Weixin^*; Li Longhai

来源：Journal of Statistical Computation and Simulation, 2014, 84(2): 310-323.

DOI：10.1080/00949655.2012.707201

• Bayesian mixtures
• label switching
• Markov chain Monte Carlo
• mixture models
• relabelling

Solving label switching is crucial for interpreting the results of fitting Bayesian mixture models. The label switching originates from the invariance of posterior distribution to permutation of component labels. As a result, the component labels in Markov chain simulation may switch to another equivalent permutation, and the marginal posterior distribution associated with all labels may be similar and useless for inferring quantities relating to each individual component. In this article, we propose a new simple labelling method by minimizing the deviance of the class probabilities to a fixed reference labels. The reference labels can be chosen before running Markov chain Monte Carlo (MCMC) using optimization methods, such as expectation-maximization algorithms, and therefore the new labelling method can be implemented by an online algorithm, which can reduce the storage requirements and save much computation time. Using the Acid data set and Galaxy data set, we demonstrate the success of the proposed labelling method for removing the labelling switching in the raw MCMC samples.

• 出版日期2014-2-1
• 单位Saskatoon; Saskatchewan