Shrinking and Regularizing Finite Mixture Models

Type Research Project

Funding Bodies
  • Austrian Science Fund

Duration Nov. 1, 2016 - April 30, 2022

  • Institute for Statistics and Mathematics IN (Details)

Tags

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  • Frühwirth-Schnatter, Sylvia (Details) Project Head
  • Malsiner-Walli, Gertraud (Details)

Publications

Journal article

2022 Grün, Bettina, Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia. 2022. How many data clusters are in the Galaxy data set? Bayesian cluster analysis in action. ADAC - Advances in Data Analysis and Classification. 16 (2), 325-349. open access (Details)
  Greve, Jan, Grün, Bettina, Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia. 2022. Spying on the prior of the number of data clusters and the partition distribution in Bayesian cluster analysis. Australian and New Zealand Journal of Statistics. open access (Details)
2021 Frühwirth-Schnatter, Sylvia, Malsiner-Walli, Gertraud, Grün, Bettina. 2021. Generalized Mixtures of Finite Mixtures and Telescoping Sampling. Bayesian Analysis. 16 (4), 1279-1307. open access (Details)
2019 Frühwirth-Schnatter, Sylvia, Malsiner-Walli, Gertraud. 2019. From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering. Advances in Data Analysis and Classification. 13 (1), 33-64 open access (Details)
  Frühwirth-Schnatter, Sylvia. 2019. Keeping the balance—Bridge sampling for marginal likelihood estimation in finite mixture, mixture of experts and Markov mixture models. Brazilian Journal of Probability and Statistics. 33 (4), 706-733. (Details)
  Malsiner-Walli, Gertraud, Hofmarcher, Paul, Grün, Bettina. 2019. Semi-parametric regression under model uncertainty: Economic applications. Oxford Bulletin of Economics and Statistics. 81 (5), 1117-1143. open access (Details)
  Frühwirth-Schnatter, Sylvia, Ingrassia, Salvatore, Mayo-Iscar, Agustín. 2019. Special issue on “Advances on model-based clustering and classification”. Preface by the Guest Editors. Advances in Data Analysis and Classification. 13 (1), 1-5. (Details)
2018 Frühwirth-Schnatter, Sylvia, Malsiner-Walli, Gertraud, Grün, Bettina. 2018. Discussion of "Bayesian Cluster Analysis: Point Estimation and Credible Balls" by Sara Wade and Zoubin Ghahramani. Bayesian Analysis. 13 (2), 601-603. open access (Details)
  Malsiner-Walli, Gertraud, Pauger, Daniela, Wagner, Helga. 2018. Effect fusion using model-based clustering. Statistical Modelling. 18 (2), 175-196. open access (Details)

Chapter in edited volume

2022 Grün, Bettina, Malsiner-Walli, Gertraud. 2022. Bayesian Finite Mixture Models. In: Wiley StatsRef: Statistics Reference Online, Hrsg. N. Balakrishnan, T. Colton, B. Everitt, W. Piegorsch, F. Ruggieri, J. Teugels, 1-19. online: Wiley. (Details)
2019 Celeux, Gilles, Kamary, Kaniav, Malsiner-Walli, Gertraud, Marin, Jean-Michel, Robert, Christian P. 2019. Computational solutions for Bayesian inference in mixture models. In: Handbook of Mixture Analysis, Hrsg. Sylvia Frühwirth-Schnatter, Gilles Celeux, Christian P. Robert, 73-96. Boca Raton, Florida: Chapman & Hall. (Details)
  Gormley, Isobel Claire, Frühwirth-Schnatter, Sylvia. 2019. Mixture of experts models. In: Handbook of Mixture Analysis, Hrsg. Sylvia Frühwirth-Schnatter, Gilles Celeux and Christian P. Robert, 271-307. Oxford: CRC Press. (Details)
  Celeux, Gilles, Frühwirth-Schnatter, Sylvia, Robert, Christian P. 2019. Model Selection for Mixture Models - Perspectives and Strategies. In: Handbook of Mixture Analysis, Hrsg. Sylvia Frühwirth-Schnatter, Gilles Celeux and Christian P. Robert, 117-154. Oxford: CRC Press. (Details)
  Grün, Bettina. 2019. Model-based Clustering. In: Handbook of Mixture Analysis, Hrsg. Sylvia Frühwirth-Schnatter, Gilles Celeux, and Christian P. Robert, 157-192. Chapman & Hall/CRC Handbooks of Modern Statistical Methods: Chapman & Hall. (Details)

Edited book (editorship)

2019 Frühwirth-Schnatter, Sylvia, Celeux, Gilles, Robert, Christian P. Hrsg. 2019. Handbook of Mixture Analysis. Oxford: CRC Press. (Details)

Contribution to conference proceedings

2021 Frühwirth-Schnatter, Sylvia, Grün, Bettina, Malsiner-Walli, Gertraud. 2021. Estimating Bayesian Mixtures of Finite Mixtures with Telescoping Sampling. In CLADAG 2021 Book of Abstracts and Short Papers, Hrsg. Giovanni Camillo Porzio, Carla Rampichini, Chiara Bocci, 340-343. Firenze: Firenze University Press. open access (Details)
2018 Grün, Bettina, Malsiner-Walli, Gertraud. 2018. Bayesian Latent Class Analysis with Shrinkage Priors: An Application to the Hungarian Heart Disease Data. In ASMOD 2018 -- Proceedings of the International Conference on Advances in Statistical Modelling of Ordinal Data, Hrsg. Stefania Capecchi and Francesca Di Iorio and Rosaria Simone, 13-24. FedOA -- Federico II University Press: None. open access (Details)

Paper presented at an academic conference or symposium

2022 Grün, Bettina. 2022. Flexible Bayesian Model-Based Clustering Using Finite Mixtures. Austrian and Slovenian Statistical Days 2022, Graz, Austria, 20.04.-22.04. Invited Talk (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina, Greve, Jan. 2022. Mixtures of finite mixtures and the telescoping sampler. International Conference on Econometrics and Statistics (EcoSta 2022), Ryukoku University, Kyoto, online, Japan, 06.06. (Details)
  Frühwirth-Schnatter, Sylvia, Zens, Gregor. 2022. Sparse Mixture-Of-Experts Models. Austrian and Slovenian Statistical Days 2022, Graz, Austria, 20.04.-22.04. (Details)
2021 Grün, Bettina. 2021. Advances in model-based clustering. 3rd Insurance Data Science Conference, London (online), United Kingdom, 18.6. Invited Talk (Details)
  Frühwirth-Schnatter, Sylvia, Grün, Bettina, Malsiner-Walli, Gertraud. 2021. Estimating Bayesian Mixtures of Finite Mixtures with Telescoping Sampling. 13th Scientific Meeting of Classification and Data Analysis (CLADAG 2021), Firenze (online), Italy, 09.09.-11.09. (Details)
  Frühwirth-Schnatter, Sylvia. 2021. From here to infinity - bridging finite and Bayesian nonparametric mixture models in model-based clustering. Conference in Honour of Christian Robert's 60th birthday, Paris, France, 09.09.-09.09. (Details)
  Frühwirth-Schnatter, Sylvia. 2021. From here to infinity - Generalized Mixtures of Finite Mixtures. Virtual 2021 ISBA World Meeting and ISBA CIRM, Marseille, France, 28.06.-02.07. (Details)
  Frühwirth-Schnatter, Sylvia. 2021. From here to infinity - Generalized Mixtures of Finite Mixtures. Virtual 2021 EYSM (European Young Statistician Meeting), Athens, Greece, 06.09.-10.09. (Details)
  Malsiner-Walli, Gertraud, Grün, Bettina, Frühwirth-Schnatter, Sylvia. 2021. Generalized mixtures of finite mixtures. CFE-CMStatistics 2021, online, Vereinigtes Königreich von Großbrit. u. Nordirland, 18.12. (Details)
  Frühwirth-Schnatter, Sylvia, Grün, Bettina, Malsiner-Walli, Gertraud. 2021. Generalized Mixtures of Finite Mixtures and Telescoping Sampling. Autumn Session of the Working Group on Model-Based Clustering, Athens, Greece, 27.10.-27.10. (Details)
  Grün, Bettina, Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia. 2021. How many data clusters are in the Galaxy data set? Bayesian cluster analysis in action. 14th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2021), London (online), United Kingdom, 18.12.-20.12. (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2021. Mixture models with a prior on the number of components. ISBA 2021 (International Society for Bayesian Analysis World Meeting), online, China, 02.07.2021. (Details)
  Frühwirth-Schnatter, Sylvia. 2021. Recent Advances in Finite Mixture Modeling. 2nd European Bayesians in Marketing Virtual Summit, Rotterdam School of Management, Erasmus University, Rotterdam, Netherlands, 18.03. (Details)
2020 Grün, Bettina. 2020. Advances in Bayesian model-based clustering. 16th Predictive Analytics Conference, Tech Gate Vienna, Austria, 13.10.-14.10. (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina, Greve, Jan. 2020. Generalized mixtures of finite mixtures. MiDaS - Complex Data Modeling Research Network, Pontificia Universidad Católica de Chile, Chile, 04.12. (Details)
  Frühwirth-Schnatter, Sylvia, Grün, Bettina, Greve, Jan. 2020. Generalized mixtures of finite mixtures. BAYES@AUSTRIA 2020, WU Vienna University of Economics and Business, Austria, 28.11. (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2020. Generalized mixtures of finite mixtures. Workshop Bayes@Austria, WU Wien, Österreich, 28.11.2020. (Details)
  Frühwirth-Schnatter, Sylvia, Greve, Jan, Grün, Bettina, Malsiner-Walli, Gertraud. 2020. Model-based clustering with Bayesian Gaussian mixtures. Workshop on Models and Learning for Clustering and Classification, Catania (online), Italy, 11.09. (Details)
2019 Grün, Bettina. 2019. Bayesian model-based clustering with flexible and sparse priors. 12th Scientific Meeting of Classification and Data Analysis (CLADAG 2019)”, Cassino, Italy, 13.09. Invited Talk (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2019. Bayesianische Modellierung von Mischmodellen angewandt auf medizinische Fragestellungen. Wiener Biometrische Sektion (WBS) Seminar 2019, Wien, Österreich, 22.02. (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2019. Bridging finite and infinite mixtures. Summer Session of the Working Group on Model-Based Clustering, Vienna, Austria, 15.07. (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2019. Identifying mixtures of mixtures using Bayesian estimation. 5th Joint Statistical Meeting DAGStat 2019, München, Germany, 21.03. (Details)
  Malsiner-Walli, Gertraud, Grün, Bettina, Frühwirth-Schnatter, Sylvia. 2019. Shrinkage Priors for the Bayesian Latent Class Model. Working Group on Model-Based Clustering Sommer Session 2019, WU Wien, Österreich, 18.07. (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2019. Telescoping mixtures - Learning the number of components and data clusters in Bayesian mixture analysis. Statistics5@Aegina, Aegina, Griechenland, 06.09.-08.09. (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2019. Telescoping mixtures - Learning the number of components and data clusters in Bayesian mixture analysis. 16th Conference of the International Federation of Classification Societies, Thessaloniki, Griechenland, 26.08.-29.08. (Details)
2018 Grün, Bettina, Malsiner-Walli, Gertraud. 2018. Bayesian latent class analysis with shrinkage priors: An application to the Hungarian heart disease data. Second International Conference on Advances in Statistical Modelling of Ordinal Data (ASMOD 2018)”, Naples, Italy, 26.10. (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2018. Learning the number of components and data clusters in Bayesian finite mixture models. Statistische Woche, Linz, Österreich, 11.09.-14.09. (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2018. Learning the number of components and data clusters in Bayesian finite mixture models. Summer Session of the Working Group on Model-Based Clustering, Ann Arbor, United States/USA, 18.07. (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2018. Learning the number of components and data clusters in Bayesian finite mixture models. Joint Statistical Meetings (JSM 2018), Vancouver, Canada, 01.08. (Details)
  Grün, Bettina. 2018. Prior specification in Bayesian latent class analysis. Workshop “Challenges for Categorical Data Analysis (CCDA 2018)”, Aachen, Germany, 23.10. (Details)
  Malsiner-Walli, Gertraud, Grün, Bettina. 2018. Variable selection in Bayesian latent class analysis using shrinkage priors. CFE-CM Statistics 2018, Pisa, Italien, 14.12. (Details)
  Malsiner-Walli, Gertraud, Grün, Bettina. 2018. Variable selection in Bayesian latent class analysis using shrinkage priors. Workshop on Clustering Methods and Applications, Universität Bozen, Italien, 26.10. (Details)
2017 Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2017. Inferring components and clusters in Bayesian finite mixture modelling. Statistics4@Florence, Florenz, Italien, 05.07.2017. (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2017. Inferring components and clusters in Bayesian finite mixture modelling. Working Group on Computational and Methodological Statistics (ERCIM), Senate House, University of London, UK, Großbritannien, 16.12.2017. (Details)
2016 Malsiner-Walli, Gertraud, Wagner, Helga, Pauger, Daniela, Grün, Bettina. 2016. Effect fusion using sparse finite mixtures. 10th International Conference on Computational and Financial Econometrics (CFE 2016), University of Seville, Sevilla, Spanien, 10.12. (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina, Wagner, Helga, Pauger, Daniela. 2016. Sparse finite mixture modelling. Research seminar, Innsbruck, Österreich, 03.11. (Details)

Poster presented at an academic conference or symposium

2018 Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2018. Learning the number of components and data clusters in Bayesian finite mixture models. Workshop on Model-Based Clustering and Classification, Catania, Italien, 05.09.-07.09. (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2018. Learning the number of components and data clusters in Bayesian finite mixture models. International Society for Bayesian Analysis (ISBA) World Meeting, Edinburgh, Großbritannien, 24.06-29.06. (Details)
2017 Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2017. Inferring components and clusters in Bayesian finite mixture modelling. Working Group on Model-based Clustering, Perugia, Italien, 17.07.-22.07.2017. (Details)

Unpublished lecture

2021 Grün, Bettina. 2021. Clustering with Bayesian Finite Mixture Models. S3RI Seminar of the Southampton Statistical Sciences Research Institute, University of Southampton (online), 15.10.21 (Details)
2020 Frühwirth-Schnatter, Sylvia, Malsiner-Walli, Gertraud, Grün, Bettina. 2020. Generalized mixtures of finite mixtures. Brown Bag Seminar, WU Vienna University of Economics ans Business, 28.10.20 (Details)
2018 Grün, Bettina. 2018. Flexible and sparse Bayesian model-based clustering. Dipartimento di Statistica, Informatica, Applicazioni “Giuseppe Parenti”, 2018, 19.12.18 (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2018. Learning the number of components and data clusters in Bayesian finite mixture models. Research Seminar of the Department of Statistics, Miami University, Oxford, 24.07.18 (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2018. Learning the number of components and data clusters in Bayesian finite mixture models. Research Seminar “Empirical Economics and Econometrics”, University of Innsbruck, 26.06.18 (Details)
  Malsiner-Walli, Gertraud, Frühwirth-Schnatter, Sylvia, Grün, Bettina. 2018. Learning the number of components and the number of clusters in Bayesian finite mixture models. WU Vienna University of Economics ans Business, Brown Bag Seminar, Institute of Statistics and Mathematics, 20.06.18 (Details)
2017 Malsiner-Walli, Gertraud. 2017. Sparse Bayesian Finite Mixtures. Brown Bag Seminar, Institute of Statistics and Mathematics, WU Vienna University of Economics ans Business, 18.01. (Details)