Repulsion, chaos, and equilibrium in mixture models

Abstract

Mixture models are commonly used in applications with heterogeneity and overdispersion in the population, as they allow the identification of subpopulations. In the Bayesian framework, this entails the specification of suitable prior distributions for the weights and locations of the mixture. Despite their popularity, the flexibility of these models often does not translate into the interpretability of the clusters. To overcome this issue, repulsive mixture models have been recently proposed. The basic idea is to include a repulsive term in the distribution of the atoms of the mixture, favouring mixture locations far apart. This approach induces well-separated clusters, aiding the interpretation of the results. However, these models are usually not easy to handle due to unknown normalizing constants. We exploit results from equilibrium statistical mechanics, where the molecular chaos hypothesis implies that nearby particles spread out over time. In particular, we exploit the connection between random matrix theory and statistical mechanics and propose a novel class of repulsive prior distributions based on Gibbs measures associated with joint distributions of eigenvalues of random matrices. The proposed framework greatly simplifies computations thanks to the availability of the normalizing constant in closed form. We investigate the theoretical properties and clustering performance of the proposed distributions.