Binomial mixtures: geometric estimation of the mixing distribution

Given a mixture of binomial distributions, how do we estimate the unknown mixing distribution? We build on earlier work of Lindsay and further elucidate the geometry underlying this question, exploring the approximating role played by cyclic polytopes. Convergence of a resulting maximum likelihood fitting algorithm is proved and numerical examples given; problems over the lack of identifiability of the mixing distribution in part disappear.

[1]  L. Shapley,et al.  Geometry of Moment Spaces , 1953 .

[2]  R. Phelps Lectures on Choquet's Theorem , 1966 .

[3]  W. J. Studden,et al.  Tchebycheff Systems: With Applications in Analysis and Statistics. , 1967 .

[4]  F. Lord Estimating true-score distributions in psychological testing (an empirical bayes estimation problem) , 1969 .

[5]  J. Marsden,et al.  Lectures on analysis , 1969 .

[6]  G. C. Shephard,et al.  Convex Polytopes and the Upper Bound Conjecture , 1971 .

[7]  F. Lord A Numerical Empirical Bayes Procedure for Finding an Interval Estimate. , 1971 .

[8]  E. Alfsen Compact convex sets and boundary integrals , 1971 .

[9]  B. Turnbull The Empirical Distribution Function with Arbitrarily Grouped, Censored, and Truncated Data , 1976 .

[10]  N. Laird Nonparametric Maximum Likelihood Estimation of a Mixing Distribution , 1978 .

[11]  N. Cressie A quick and easy empirical Bayes estimate of true scores , 1979 .

[12]  T. H. Matheiss,et al.  A Survey and Comparison of Methods for Finding All Vertices of Convex Polyhedral Sets , 1980, Math. Oper. Res..

[13]  Bruce G. Lindsay,et al.  Properties of the Maximum Likelihood Estimator of a Mixing Distribution , 1981 .

[14]  Robert L. Smith,et al.  Assessing Risks Through the Determination of Rare Event Probabilities , 1982, Oper. Res..

[15]  B. Lindsay The Geometry of Mixture Likelihoods, Part II: The Exponential Family , 1983 .

[16]  B. Lindsay The Geometry of Mixture Likelihoods: A General Theory , 1983 .

[17]  B. Lindsay Exponential family mixture models (with least-squares estimators) , 1986 .

[18]  B. Lindsay,et al.  Semiparametric Estimation in the Rasch Model and Related Exponential Response Models, Including a Simple Latent Class Model for Item Analysis , 1991 .

[19]  J. Kalbfleisch,et al.  An Algorithm for Computing the Nonparametric MLE of a Mixing Distribution , 1992 .

[20]  Graham R. Wood,et al.  Statistical Methods: The Geometric Approach , 1992, The Mathematical Gazette.

[21]  G. Wood Binomial Mixtures and Finite Exchangeability , 1992 .

[22]  James O. Berger,et al.  Robust Bayesian analysis of the binomial empirical Bayes problem , 1993 .

[23]  Bruce G. Lindsay,et al.  A review of semiparametric mixture models , 1995 .

[24]  D. Böhning A review of reliable maximum likelihood algorithms for semiparametric mixture models , 1995 .

[25]  B. Lindsay Mixture models : theory, geometry, and applications , 1995 .