Math @ Duke

Publications [#257875] of David B. Dunson
search www.stat.duke.edu.Papers Published
 Petralia, F; Rao, V; Dunson, DB, Repulsive mixtures,
Advances in Neural Information Processing Systems, vol. 3
(2012),
pp. 18891897, ISSN 10495258
(last updated on 2018/02/21)
Abstract: Discrete mixtures are used routinely in broad sweeping applications ranging from unsupervised settings to fully supervised multitask learning. Indeed, finite mixtures and infinite mixtures, relying on Dirichlet processes and modifications, have become a standard tool. One important issue that arises in using discrete mixtures is low separation in the components; in particular, different components can be introduced that are very similar and hence redundant. Such redundancy leads to too many clusters that are too similar, degrading performance in unsupervised learning and leading to computational problems and an unnecessarily complex model in supervised settings. Redundancy can arise in the absence of a penalty on components placed close together even when a Bayesian approach is used to learn the number of components. To solve this problem, we propose a novel prior that generates components from a repulsive process, automatically penalizing redundant components. We characterize this repulsive prior theoretically and propose a Markov chain Monte Carlo sampling algorithm for posterior computation. The methods are illustrated using synthetic examples and an iris data set.


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