.png){kind=icon}
.png){kind=icon}
Return
Fast sampling and model selection for Bayesian mixture models
.png){kind=icon}
OA
AI
DOI：10.1007/s11222-025-10753-0.png)
.png){kind=icon}
.png){kind=icon}
Share.png){kind=icon}
Save
Abstract
En 中文
We study Bayesian estimation of mixture models and argue in favor of fitting the marginal posterior distribution over component assignments directly, rather than Gibbs sampling from the joint posterior on components and parameters as is conventional. Some previous authors have found the former approach to have slow mixing, but we show that, implemented correctly, it can achieve excellent performance. In particular, we describe a new Monte Carlo algorithm for sampling from the marginal posterior of a general integrable mixture that makes use of rejection-free sampling from the prior over component assignments to achieve excellent mixing times in typical applications, outperforming standard Gibbs sampling, in some cases by a wide margin. We demonstrate the approach with a selection of applications to Gaussian and Poisson models and latent class analysis.
Keywords:
Mixture models
Monte Carlo
Collapsed Gibbs sampler
Latent class analysis
AI Summary
Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.
Journal
S
IF:
1.6
Papers:
200
Citations:
0