Repulsive Mixtures

Abstract: Discrete mixture models are routinely used for density estimation and clustering. While conducting inferences on the cluster-specific parameters, current frequentist and Bayesian methods often encounter problems when clusters are placed too close together to be scientifically meaningful. Current Bayesian practice generates component-specific parameters independently from a common prior, which tends to favor similar components and often leads to substantial probability assigned to redundant components that are not needed to fit the data. As an alternative, we propose to generate components from a repulsive process, which leads to fewer, better separated and more interpretable clusters. We characterize this repulsive prior theoretically and propose a Markov chain Monte Carlo sampling algorithm for posterior computation. The methods are illustrated using simulated data as well as real datasets.