Bayesian Mixture Models with Weight-Dependent Component Priors

Elaheh Oftadeh () and Jian Zhang ()
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Elaheh Oftadeh: School of Mathematics, Statistics and Actuarial Science, University of Kent
Jian Zhang: School of Mathematics, Statistics and Actuarial Science, University of Kent

Chapter Chapter 17 in Contemporary Experimental Design, Multivariate Analysis and Data Mining, 2020, pp 261-276 from Springer

Abstract: Abstract In the conventional Bayesian mixture models, independent priors are often assigned to weights and component parameters. This may cause bias in estimation of missing group memberships due to the domination of these priors for some components when there is a big variation across component weights. To tackle this issue, we propose weight-dependent priors for component parameters. To implement the proposal, we develop a simple coordinate-wise updating algorithm for finding empirical Bayesian estimator of allocation or labelling vector of observations. We conduct a simulation study to show that the new method can outperform the existing approaches in terms of adjusted Rand index. The proposed method is further demonstrated by a real data analysis.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-46161-4_17

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DOI: 10.1007/978-3-030-46161-4_17

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