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|a (JST)2680622
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|a DE-627
|b ger
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|a eng
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|a Stephens, Matthew
|e verfasserin
|4 aut
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|a Dealing with Label Switching in Mixture Models
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|c 2000
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|a Text
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|a Computermedien
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|a In a Bayesian analysis of finite mixture models, parameter estimation and clustering are sometimes less straightforward than might be expected. In particular, the common practice of estimating parameters by their posterior mean, and summarizing joint posterior distributions by marginal distributions, often leads to nonsensical answers. This is due to the so-called 'label switching' problem, which is caused by symmetry in the likelihood of the model parameters. A frequent response to this problem is to remove the symmetry by using artificial identifiability constraints. We demonstrate that this fails in general to solve the problem, and we describe an alternative class of approaches, relabelling algorithms, which arise from attempting to minimize the posterior expected loss under a class of loss functions. We describe in detail one particularly simple and general relabelling algorithm and illustrate its success in dealing with the label switching problem on two examples.
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|a Copyright 2000 The Royal Statistical Society
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|a Bayesian Approach
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|a Classification
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|a Clustering
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|a Identifiability
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| 650 |
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|a Markov Chain Monte Carlo Methods
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|a Mixture Model
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|a Multimodal Posterior
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|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Statistical results
|x Statistical properties
|x Identifiability
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| 650 |
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4 |
|a Mathematics
|x Pure mathematics
|x Probability theory
|x Random variables
|x Stochastic processes
|x Markov processes
|x Markov chains
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| 650 |
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|a Physical sciences
|x Physics
|x Mechanics
|x Density
|x Density measurement
|x Density estimation
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| 650 |
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|a Applied sciences
|x Computer science
|x Algorithms
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| 650 |
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|a Information science
|x Information analysis
|x Data analysis
|x Bayesian analysis
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| 650 |
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4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Statistical models
|x Parametric models
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| 650 |
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4 |
|a Physical sciences
|x Astronomy
|x Astronomical objects
|x Galaxies
|x Galaxy clusters
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| 650 |
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|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Descriptive statistics
|x Statistical distributions
|x Distribution functions
|x Probability distributions
|x Gaussian distributions
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| 650 |
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|a Behavioral sciences
|x Psychology
|x Cognitive psychology
|x Cognitive processes
|x Thought processes
|x Reasoning
|x Inference
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| 650 |
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|a Applied sciences
|x Research methods
|x Modeling
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|a research-article
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|i Enthalten in
|t Journal of the Royal Statistical Society. Series B (Statistical Methodology)
|d Blackwell Publishers
|g 62(2000), 4, Seite 795-809
|w (DE-627)30219746X
|w (DE-600)1490719-7
|x 14679868
|7 nnns
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| 773 |
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|g volume:62
|g year:2000
|g number:4
|g pages:795-809
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|u https://www.jstor.org/stable/2680622
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|d 62
|j 2000
|e 4
|h 795-809
|