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arXiv · 1703.09061

Bayesian Repulsive Gaussian Mixture Model

Fangzheng Xie·Yanxun Xu
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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=0B_zFse0eqxBHZnF5cEhsUFk0cVE.

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Fangzheng Xie, Yanxun Xu. 2017-10-21. Bayesian Repulsive Gaussian Mixture Model. https://arxiv.org/abs/1703.09061

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