Bayesian approach for mixture models with grouped data

Shiow-Lan Gau (), Jean Dieu Tapsoba and Shen-Ming Lee ()

Computational Statistics, 2014, vol. 29, issue 5, 1025-1043

Abstract: Finite mixture modeling approach is widely used for the analysis of bimodal or multimodal data that are individually observed in many situations. However, in some applications, the analysis becomes substantially challenging as the available data are grouped into categories. In this work, we assume that the observed data are grouped into distinct non-overlapping intervals and follow a finite mixture of normal distributions. For the inference of the model parameters, we propose a parametric approach that accounts for the categorical features of the data. The main idea of our method is to impute the missing information of the original data through the Bayesian framework using the Gibbs sampling techniques. The proposed method was compared with the maximum likelihood approach, which uses the Expectation-Maximization algorithm for the estimation of the model parameters. It was also illustrated with an application to the Old Faithful geyser data. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Grouped mixture data; Bayesian analysis; EM algorithm; Gibbs sampling; Mixture model; Maximum likelihood estimation; Latent variables (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:spr:compst:v:29:y:2014:i:5:p:1025-1043

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DOI: 10.1007/s00180-013-0478-6

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