Message Passing-Based Inference in the Gamma Mixture Model

Abstract

The Gamma mixture model is a flexible probability distribution for representing beliefs about scale variables such as precisions. Inference in the Gamma mixture model for all latent variables is non-trivial as it leads to intractable equations. This paper presents two variants of variational message passing-based inference in a Gamma mixture model. We use moment matching and alternatively expectation-maximization to approximate the posterior distributions. The proposed method supports automated inference in factor graphs for large probabilistic models that contain multiple Gamma mixture models as plug-in factors. The Gamma mixture model has been implemented in a factor graph package and we present experimental results for both synthetic and real-world data sets.

Publication
2021 IEEE 31st International Workshop on Machine Learning for Signal Processing (MLSP)
Date
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