Bayesian nonparametric mixture inconsistency for the number of components: How worried should we be in practice?

Yannis Chaumeny, Johan van der Molen Moris, Anthony C. Davison +1

We consider the Bayesian mixture of finite mixtures (MFMs) and Dirichlet process mixture (DPM) models for clustering. Recent asymptotic theory has established that DPMs overestimat…