A Fully Bayesian Inference with Gibbs Sampling for Finite and Infinite Discrete Exponential Mixture Models

• Published in: Applied artificial intelligence 2022-12, Vol.36 (1)
• Main Authors: Su, Xuanbo, Zamzami, Nuha, Bouguila, Nizar
• Format: Article
• Language: English
• Subjects: Algorithms; Bayesian analysis; Clustering; Data mining; Dirichlet problem; Mixtures; Monte Carlo simulation; Sampling; Statistical inference
• ISSN: 0883-9514; 1087-6545
• DOI: 10.1080/08839514.2022.2043526

In this paper, we propose clustering algorithms based on finite mixture and infinite mixture models of exponential approximation to the Multinomial Generalized Dirichlet (EMGD), Multinomial Beta-Liouville (EMBL) and Multinomial Shifted-Scaled Dirichlet (EMSSD) with Bayesian inference. The finite mixtures have already shown superior performance in real data sets clustering using the Expectation-Maximization approach. The proposed approaches in this paper are based on a Monte Carlo simulation technique namely Gibbs sampling algorithm including an additional Metropolis-Hastings step, and we utilize exponential family conjugate prior information to construct their posterior relying on Bayesian theory. Furthermore, we also present the infinite models based on Dirichlet processes, which results in clustering algorithms that do not require the specification of the number of mixture components to be given in advance and selects it in a principled manner. The performance of our Bayesian approaches was evaluated in some challenging real-world applications concerning text sentiment analysis, fake news detection, and human face gender recognition.