IDEAS home Printed from https://ideas.repec.org/a/bla/jorssb/v62y2000i4p795-809.html
   My bibliography  Save this article

Dealing with label switching in mixture models

Author

Listed:
  • Matthew Stephens

Abstract

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.

Suggested Citation

  • Matthew Stephens, 2000. "Dealing with label switching in mixture models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 795-809.
  • Handle: RePEc:bla:jorssb:v:62:y:2000:i:4:p:795-809
    DOI: 10.1111/1467-9868.00265
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/1467-9868.00265
    Download Restriction: no

    File URL: https://libkey.io/10.1111/1467-9868.00265?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssb:v:62:y:2000:i:4:p:795-809. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/rssssea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.