Article ID Journal Published Year Pages File Type
1147102 Journal of Multivariate Analysis 2009 11 Pages PDF
Abstract

The fitting of finite mixture models is an ill-defined estimation problem, as completely different parameterizations can induce similar mixture distributions. This leads to multiple modes in the likelihood, which is a problem for frequentist maximum likelihood estimation, and complicates statistical inference of Markov chain Monte Carlo draws in Bayesian estimation. For the analysis of the posterior density of these draws, a suitable separation into different modes is desirable. In addition, a unique labelling of the component specific estimates is necessary to solve the label switching problem. This paper presents and compares two approaches to achieve these goals: relabelling under multimodality and constrained clustering. The algorithmic details are discussed, and their application is demonstrated on artificial and real-world data.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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