论文标题
使用排斥点过程的贝叶斯混合模型的MCMC计算
MCMC computations for Bayesian mixture models using repulsive point processes
论文作者
论文摘要
排斥混合物模型最近在贝叶斯群集检测中获得了知名度。与更传统的混合模型相比,排斥混合物模型产生了较少数量的良好分离簇。最常用的后验推理方法要么需要先验修复组件的数量,要么基于可逆的跳跃MCMC计算。当“群集中心”的先验是有限的排斥点过程时,我们提出了一个混合模型的一般框架,具体取决于高参数(由密度指定),这可能取决于棘手的归一化常数。通过研究此类混合模型的后验表征,我们得出了一种MCMC算法,该算法避免了与可逆跳跃MCMC计算相关的众所周知的困难。特别是,我们使用一种辅助变量方法,该方法消除了在黑斯廷斯(Hastings)比率上具有棘手的归一化常数的问题。辅助变量方法依赖于完美的仿真算法,我们证明这很快,因为组件的数量通常很少。在几项模拟研究和社会学数据的应用中,我们说明了我们的新方法比现有方法的优势,并比较了确定性或排斥性Gibbs点过程的使用事先模型。
Repulsive mixture models have recently gained popularity for Bayesian cluster detection. Compared to more traditional mixture models, repulsive mixture models produce a smaller number of well separated clusters. The most commonly used methods for posterior inference either require to fix a priori the number of components or are based on reversible jump MCMC computation. We present a general framework for mixture models, when the prior of the `cluster centres' is a finite repulsive point process depending on a hyperparameter, specified by a density which may depend on an intractable normalizing constant. By investigating the posterior characterization of this class of mixture models, we derive a MCMC algorithm which avoids the well-known difficulties associated to reversible jump MCMC computation. In particular, we use an ancillary variable method, which eliminates the problem of having intractable normalizing constants in the Hastings ratio. The ancillary variable method relies on a perfect simulation algorithm, and we demonstrate this is fast because the number of components is typically small. In several simulation studies and an application on sociological data, we illustrate the advantage of our new methodology over existing methods, and we compare the use of a determinantal or a repulsive Gibbs point process prior model.