Singularities in mixture models and upper bounds of stochastic complexity

Neural Netw. 2003 Sep;16(7):1029-38. doi: 10.1016/S0893-6080(03)00005-4.

Abstract

A learning machine which is a mixture of several distributions, for example, a gaussian mixture or a mixture of experts, has a wide range of applications. However, such a machine is a non-identifiable statistical model with a lot of singularities in the parameter space, hence its generalization property is left unknown. Recently an algebraic geometrical method has been developed which enables us to treat such learning machines mathematically. Based on this method, this paper rigorously proves that a mixture learning machine has the smaller Bayesian stochastic complexity than regular statistical models. Since the generalization error of a learning machine is equal to the increase of the stochastic complexity, the result of this paper shows that the mixture model can attain the more precise prediction than regular statistical models if Bayesian estimation is applied in statistical inference.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Bayes Theorem*
  • Models, Theoretical*
  • Normal Distribution*
  • Stochastic Processes*