https://scholars.lib.ntu.edu.tw/handle/123456789/628904
標題: | Allocation Variable-Based Probabilistic Algorithm to Deal with Label Switching Problem in Bayesian Mixture Models | 作者: | Pan, Jia-Chiun CHIH-MIN LIU HAI-GWO HWU Huang, Guan-Hua |
關鍵字: | CONTINUOUS PERFORMANCE-TEST; UNKNOWN NUMBER; SCHIZOPHRENIA; DISTRIBUTIONS; COMPONENTS | 公開日期: | 2015 | 出版社: | PUBLIC LIBRARY SCIENCE | 卷: | 10 | 期: | 10 | 來源出版物: | PloS one | 摘要: | The label switching problem occurs as a result of the nonidentifiability of posterior distribution over various permutations of component labels when using Bayesian approach to estimate parameters in mixture models. In the cases where the number of components is fixed and known, we propose a relabelling algorithm, an allocation variable-based (denoted by AVP) probabilistic relabelling approach, to deal with label switching problem. We establish a model for the posterior distribution of allocation variables with label switching phenomenon. The AVP algorithm stochastically relabel the posterior samples according to the posterior probabilities of the established model. Some existing deterministic and other probabilistic algorithms are compared with AVP algorithm in simulation studies, and the success of the proposed approach is demonstrated in simulation studies and a real dataset. |
URI: | https://scholars.lib.ntu.edu.tw/handle/123456789/628904 | ISSN: | 1932-6203 | DOI: | 10.1371/journal.pone.0138899 |
顯示於: | 醫學院附設醫院 (臺大醫院) |
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