Eric Thompson
April 26, 2021
Del Fava, E., Shkedy, Z., Bechini, A., Bonanni, P. and Manfredi, P., 2012. Towards measles elimination in Italy: Monitoring herd immunity by Bayesian mixture modelling of serological data. Epidemics, 4(3), pp.124-131.
Contreras Carrasco, Oscar. “Gaussian Mixture Models Explained.” Towards Data Science, 2 June 2019, towardsdatascience.com/gaussian-mixture-models-explained-6986aaf5a95.
\( Y_{i} \sim N(\mu_{j}(T_{ij}), \sigma_{j}^{2}) \)
\( T_{ij} \sim Categorical(\pi_{j}(a_{i})) \)
\( \mu_{j} \stackrel{iid}{\sim} U(Y_{min}, Y_{max}) \)
\( \sigma_{j} \sim Inv-Gamma(0.01, 100) \)
\( (\pi_{1}(a), ..., \pi_{J}(a)) \sim Dirichlet(\alpha_{1}=1, ..., \alpha_{J}=1) \)
for \( j=1, ..., J \) components, \( i = 1, ..., n \) subjects and \( a=1, ..., a_{max} \) ages.
(Remark: Dirichlet distribution is conjugate for the categorical distribution.)
where P-splines are applied as a smoother for the nonparametric function \( f(a) \)
\( \mu_{j} \sim U(Y_{min}, Y_{max}) \) for \( \mu_{1}, ..., \mu_{J} \)
\( \tau_{j} = 1/\sigma_{j}^2 \sim \Gamma(\epsilon, \epsilon) \)
Can be rewritten as: \( g(Y_{i}) = \sum_{j=1}^{J} \pi_{j}(a_{i}) N(Y_{i} | \mu_{j}, \sigma_{j}^{2}) \), for \( i=1, ..., n \)