IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
Online ISSN : 1745-1337
Print ISSN : 0916-8508
Regular Section
Testing Homogeneity for Normal Mixture Models: Variational Bayes Approach
Natsuki KARIYASumio WATANABE
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2020 Volume E103.A Issue 11 Pages 1274-1282

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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.

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© 2020 The Institute of Electronics, Information and Communication Engineers
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