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86
On Bayesian analysis of mixtures with an unknown number of components
 INSTITUTE OF INTERNATIONAL ECONOMICS PROJECT ON INTERNATIONAL COMPETITION POLICY,&QUOT; COM/DAFFE/CLP/TD(94)42
, 1997
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Mean shift, mode seeking, and clustering
 IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE
, 1995
"... Mean shift, a simple iterative procedure that shifts each data point to the average of data points in its neighborhood, is generalized and analyzed in this paper. This generalization makes some kmeans like clustering algorithms its special cases. It is shown that mean shift is a modeseeking proce ..."
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Cited by 624 (0 self)
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Mean shift, a simple iterative procedure that shifts each data point to the average of data points in its neighborhood, is generalized and analyzed in this paper. This generalization makes some kmeans like clustering algorithms its special cases. It is shown that mean shift is a modeseeking process on a surface constructed with a “shadow ” kernel. For Gaussian kernels, mean shift is a gradient mapping. Convergence is studied for mean shift iterations. Cluster analysis is treated as a deterministic problem of finding a fixed point of mean shift that characterizes the data. Applications in clustering and Hough transform are demontrated. Mean shift is also considered as an evolutionary strategy that performs multistart global optimization.
Dealing with label switching in mixture models
 Journal of the Royal Statistical Society, Series B
, 2000
"... In a Bayesian analysis of finite mixture models, parameter estimation and clustering are sometimes less straightforward that might be expected. In particular, the common practice of estimating parameters by their posterior mean, and summarising joint posterior distributions by marginal distributions ..."
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Cited by 196 (0 self)
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In a Bayesian analysis of finite mixture models, parameter estimation and clustering are sometimes less straightforward that might be expected. In particular, the common practice of estimating parameters by their posterior mean, and summarising joint posterior distributions by marginal distributions, often leads to nonsensical answers. This is due to the socalled “labelswitching” problem, which is caused by symmetry in the likelihood of the model parameters. A frequent response to this problem is to remove the symmetry using artificial identifiability constraints. We demonstrate that this fails in general to solve the problem, and describe an alternative class of approaches, relabelling algorithms, which arise from attempting to minimise 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 labelswitching problem on two examples.
Practical Bayesian Density Estimation Using Mixtures Of Normals
 Journal of the American Statistical Association
, 1995
"... this paper, we propose some solutions to these problems. Our goal is to come up with a simple, practical method for estimating the density. This is an interesting problem in its own right, as well as a first step towards solving other inference problems, such as providing more flexible distributions ..."
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Cited by 159 (2 self)
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this paper, we propose some solutions to these problems. Our goal is to come up with a simple, practical method for estimating the density. This is an interesting problem in its own right, as well as a first step towards solving other inference problems, such as providing more flexible distributions in hierarchical models. To see why the posterior is improper under the usual reference prior, we write the model in the following way. Let Z = (Z 1 ; : : : ; Z n ) and X = (X 1 ; : : : ; X n ). The Z
Bayesian Analysis of Mixture Models with an Unknown Number of Components  an alternative to reversible jump methods
, 1998
"... Richardson and Green (1997) present a method of performing a Bayesian analysis of data from a finite mixture distribution with an unknown number of components. Their method is a Markov Chain Monte Carlo (MCMC) approach, which makes use of the "reversible jump" methodology described by Gree ..."
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Cited by 114 (0 self)
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Richardson and Green (1997) present a method of performing a Bayesian analysis of data from a finite mixture distribution with an unknown number of components. Their method is a Markov Chain Monte Carlo (MCMC) approach, which makes use of the "reversible jump" methodology described by Green (1995). We describe an alternative MCMC method which views the parameters of the model as a (marked) point process, extending methods suggested by Ripley (1977) to create a Markov birthdeath process with an appropriate stationary distribution. Our method is easy to implement, even in the case of data in more than one dimension, and we illustrate it on both univariate and bivariate data. Keywords: Bayesian analysis, Birthdeath process, Markov process, MCMC, Mixture model, Model Choice, Reversible Jump, Spatial point process 1 Introduction Finite mixture models are typically used to model data where each observation is assumed to have arisen from one of k groups, each group being suitably modelle...
Markov Chain Monte Carlo methods and the label switching problem in Bayesian mixture modelling
 Statistical Science
"... Abstract. In the past ten years there has been a dramatic increase of interest in the Bayesian analysis of finite mixture models. This is primarily because of the emergence of Markov chain Monte Carlo (MCMC) methods. While MCMC provides a convenient way to draw inference from complicated statistical ..."
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Cited by 111 (4 self)
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Abstract. In the past ten years there has been a dramatic increase of interest in the Bayesian analysis of finite mixture models. This is primarily because of the emergence of Markov chain Monte Carlo (MCMC) methods. While MCMC provides a convenient way to draw inference from complicated statistical models, there are many, perhaps underappreciated, problems associated with the MCMC analysis of mixtures. The problems are mainly caused by the nonidentifiability of the components under symmetric priors, which leads to socalled label switching in the MCMC output. This means that ergodic averages of component specific quantities will be identical and thus useless for inference. We review the solutions to the label switching problem, such as artificial identifiability constraints, relabelling algorithms and label invariant loss functions. We also review various MCMC sampling schemes that have been suggested for mixture models and discuss posterior sensitivity to prior specification.
Deviance information criteria for missing data models
 Bayesian Analysis
, 2006
"... The deviance information criterion (DIC) introduced by Spiegelhalter et al. (2002) for model assessment and model comparison is directly inspired by linear and generalised linear models, but it is open to different possible variations in the setting of missing data models, depending in particular on ..."
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Cited by 97 (6 self)
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The deviance information criterion (DIC) introduced by Spiegelhalter et al. (2002) for model assessment and model comparison is directly inspired by linear and generalised linear models, but it is open to different possible variations in the setting of missing data models, depending in particular on whether or not the missing variables are treated as parameters. In this paper, we reassess the criterion for such models and compare different DIC constructions, testing the behaviour of these various extensions in the cases of mixtures of distributions and random effect models.
Generalized weighted Chinese restaurant processes for species sampling mixture models
 STATISTICA SINICA
, 2003
"... The class of species sampling mixture models is introduced as an extension of semiparametric models based on the Dirichlet process to models based on the general class of species sampling priors, or equivalently the class of all exchangeable urn distributions. Using Fubini calculus in conjunction ..."
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Cited by 86 (11 self)
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The class of species sampling mixture models is introduced as an extension of semiparametric models based on the Dirichlet process to models based on the general class of species sampling priors, or equivalently the class of all exchangeable urn distributions. Using Fubini calculus in conjunction with Pitman (1995, 1996), we derive characterizations of the posterior distribution in terms of a posterior partition distribution that extend the results of Lo (1984) for the Dirichlet process. These results provide a better understanding of models and have both theoretical and practical applications. To facilitate the use of our models we generalize the work in Brunner, Chan, James and Lo (2001) by extending their weighted Chinese restaurant (WCR) Monte Carlo procedure, an i.i.d. sequential importance sampling (SIS) procedure for approximating posterior mean functionals based on the Dirichlet process, to the case of approximation of mean functionals and additionally their posterior laws in species sampling mixture models. We also discuss collapsed Gibbs sampling, Pólya urn Gibbs sampling and a Pólya urn SIS scheme. Our framework allows for numerous applications, including multiplicative counting process models subject to weighted gamma processes, as well as nonparametric and semiparametric hierarchical models based on the Dirichlet process, its twoparameter extension, the PitmanYor process and finite dimensional Dirichlet priors.
Particle filters for mixture models with an unknown number of components
 Statistics and Computing
, 2003
"... We consider the analysis of data under mixture models where the number of components in the mixture is unknown. We concentrate on mixture Dirichlet process models, and in particular we consider such models under conjugate priors. This conjugacy enables us to integrate out many of the parameters in t ..."
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Cited by 59 (3 self)
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We consider the analysis of data under mixture models where the number of components in the mixture is unknown. We concentrate on mixture Dirichlet process models, and in particular we consider such models under conjugate priors. This conjugacy enables us to integrate out many of the parameters in the model, and to discretize the posterior distribution. Particle filters are particularly well suited to such discrete problems, and we propose the use of the particle filter of Fearnhead and Clifford for this problem. The performance of this particle filter, when analyzing both simulated and real data from a Gaussian mixture model, is uniformly better than the particle filter algorithm of Chen and Liu. In many situations it outperforms a Gibbs Sampler. We also show how models without the required amount of conjugacy can be efficiently analyzed by the same particle filter algorithm.