Published in

Taylor and Francis Group, Journal of Computational and Graphical Statistics, 2(19), p. 313-331

DOI: 10.1198/jcgs.2010.09008

Links

Tools

Export citation

Search in Google Scholar

An Artificial Allocations Based Solution to the Label Switching Problem in Bayesian Analysis of Mixtures of Distributions

Journal article published in 2010 by Panagiotis Papastamoulis ORCID, George Iliopoulos
This paper is available in a repository.
This paper is available in a repository.

Full text: Download

Red circle
Preprint: archiving forbidden
Orange circle
Postprint: archiving restricted
Red circle
Published version: archiving forbidden
Data provided by SHERPA/RoMEO

Abstract

Label switching is a well-known problem occurring in MCMC outputs in Bayesian mixture modeling. In this article we propose a formal solution to this problem by considering the space of the artificial allocation variables. We show that there exist certain subsets of the allocation space leading to a class of nonsymmetric distributions that have the same support with the symmetric posterior distribution and can reproduce it by simply permuting the labels. Moreover, we select one of these distributions as a solution to the label switching problem using the simple matching distance between the artificial allocation variables. The proposed algorithm can be used in any mixture model and its computational cost depends on the length of the simulated chain but not on the parameter space dimension. Real and simulated data examples are provided in both univariate and multivariate settings. Supplemental material for this article is available online.