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Label Switching Under Model Uncertainty

By Sylvia Frühwirth-schnatter

Abstract

• The label switching problem • Relabeling through clustering in the point process representation • Relabeling when the number of components is unknown • Some real applications • Overfitting heterogeneity of component specific parameters Sylvia Frühwirth-Schnatter Workshop on Mixture Estimation and Applications, Edinburgh, March 3-5, 2010D 2The Label Switching problem Let the component specific parameter θk take values in Θ and consider relabelling the draws (θ1,..., θK) of a mixture with K components. • Most papers work in the full parameter space ΘK to identify suitable permutations of the labels (Celeux, 1998; Celeux et al.

Topics: 2000, Stephens, 2000b, Marin et al, 2005, Jasra et al, 2005
Year: 2011
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