JSM 2018 [#4½]

As I wrote my previous blog entry on JSM2018 before the sessions, I did not have the chance to comment on our mixture session, which I found most interesting!, with new entries on the topic and a great discussion by Bettina Grün. Including the important call for linking weights with the other parameters, as both groups being independent does not make sense when the number of components is uncertain. (Incidentally our paper with Kaniav kamary and Kate Lee does create a dependence.) The talk by Deborah Kunkel was about anchored mixture estimation, a joint work with Mario Peruggia, another arXival that I had missed.

The notion of anchoring found in this paper is to allocate specific observations to specific components. These observations are thus anchored to these components. Among other things, this modification of the sampling model implies a removal of the unidentifiability problem. Hence formally of the label-switching or lack thereof issue. (Although, as Peter Green repeatedly mentioned, visualising the parameter space as a point process eliminates the issue.) This idea is somewhat connected with the constraint Jean Diebolt and I imposed in our 1990 mixture paper, namely that no component would have less than two observations allocated to it, but imposing which ones are which of course reduces drastically the complexity of the model. Another (related) aspect of anchoring is that the observations that are anchored to the components act as parts of the prior model, modifying the initial priors (which can then become improper as in our 1990 paper). The difficulty of the anchoring approach is to find observations to anchor in an unsupervised setting. The paper proceeds by optimising the allocations, which somewhat turns the prior into a data-dependent prior since all observations are used to set the anchors and then used again for the standard Bayesian processing. In that respect, I would rather follow the sequential procedure developed by Nicolas Chopin and Florian Pelgrin, where the number of components grows by steps with the number of observations.

 

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