Testing Homogeneity for Normal Mixture Models: Variational Bayes Approach

Abstract

The test of homogeneity for normal mixtures has been used in various fields, but its theoretical understanding is limited because the parameter set for the null hypothesis corresponds to singular points in the parameter space. In this paper, we shed a light on this issue from a new perspective, variational Bayes, and offer a theory for testing homogeneity based on it. Conventional theory has not reveal the stochastic behavior of the variational free energy, which is necessary for constructing a hypothesis test, has remained unknown. We clarify it for the first time and construct a new test base on it. Numerical experiments show the validity of our results.