Introduction to finite mixtures

Abstract

Mixture models have been around for over 150 years, as an intuitively simple and practical tool for enriching the collection of probability distributions available for modelling data. In this chapter we describe the basic ideas of the subject, present several alternative representations and perspectives on these models, and discuss some of the elements of inference about the unknowns in the models. Our focus is on the simplest set-up, of finite mixture models, but we discuss also how various simplifying assumptions can be relaxed to generate the rich landscape of modelling and inference ideas traversed in the rest of this book.

14 pages, 7 figures, A chapter prepared for the forthcoming Handbook of Mixture Analysis. V2 corrects a small but important typographical error, and makes other minor edits; V3 makes further minor corrections and updates following review; V4 corrects algorithmic details in sec 4.1 and 4.2, and removes typos