Probabilistic relabelling strategies for the label switching problem in Bayesian mixture models

The label switching problem is caused by the likelihood of a Bayesian mixture model being invariant to permutations of the labels. The permutation can change multiple times between Markov Chain Monte Carlo (MCMC) iterations making it difficult to infer component-specific parameters of the model. Various so-called 'relabelling' strategies exist with the goal to 'undo' the label switches that have occurred to enable estimation of functions that depend on component-specific parameters. Existing deterministic relabelling algorithms rely upon specifying a loss function, and relabelling by minimising its posterior expected loss. In this paper we develop probabilistic approaches to relabelling that allow for estimation and incorporation of the uncertainty in the relabelling process. Variants of the probabilistic relabelling algorithm are introduced and compared to existing deterministic relabelling algorithms. We demonstrate that the idea of probabilistic relabelling can be expressed in a rigorous framework based on the EM algorithm. © 2009 Springer Science+Business Media, LLC.