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Bayesian Repulsive Gaussian Mixture Model

2017/03/27 by Fangzheng Xie, Yanxun Xu, Xie, Fangzheng +1 · 5 citations
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Census and Population Estimation #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Methods and Bayesian Inference

paper · pdf · doi:10.48550/arxiv.1703.09061

openalex publication_date 2017/03/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We develop a general class of Bayesian repulsive Gaussian mixture models that encourage well-separated clusters, aiming at reducing potentially redundant components produced by independent priors for locations (such as the Dirichlet process). The asymptotic results for the posterior distribution of the proposed models are derived, including posterior consistency and posterior contraction rate in the context of nonparametric density estimation. More importantly, we show that compared to the independent prior on the component centers, the repulsive prior introduces additional shrinkage effect on the tail probability of the posterior number of components, which serves as a measurement of the model complexity. In addition, an efficient and easy-to-implement blocked-collapsed Gibbs sampler is developed based on the exchangeable partition distribution and the corresponding urn model. We evaluate the performance and demonstrate the advantages of the proposed model through extensive simulation studies and real data analysis. The R code is available at https://drive.google.com/open?id=0BzFse0eqxBHZnF5cEhsUFk0cVE.

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