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Grün, Bettina and Leisch, Friedrich (2008): Dealing with Label Switching in Mixture Models Under Genuine Multimodality. In: Journal of Multivariate Analysis, Vol. 100, No. 5: pp. 851-861 [PDF, 4MB]

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The fitting of finite mixture models is an ill-defined estimation problem as completely different parameterizations can induce similar mixture distributions. This leads to multiple modes in the likelihood which is a problem for frequentist maximum likelihood estimation, and complicates statistical inference of Markov chain Monte Carlo draws in Bayesian estimation. For the analysis of the posterior density of these draws a suitable separation into different modes is desirable. In addition, a unique labelling of the component specific estimates is necessary to solve the label switching problem. This paper presents and compares two approaches to achieve these goals: relabelling under multimodality and constrained clustering. The algorithmic details are discussed and their application is demonstrated on artificial and real-world data.

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