Bayesian Analysis with Python - Second Edition

Non-identifiability of mixture models

If you carefully check Figure 6.6, you will find something funny going on. Both means are estimated as bimodal distributions with values around (47, 57.5) and if you check the summary obtained with az.summary, the averages of the means are almost equal and around 52. We can see something similar with the values of . This is an example of a phenomenon known in statistics as parameter non-identifiability. This happen because the model is the same if component 1 has mean 47 and component 2 has a mean 57.5 and vice versa; both scenarios are fully equivalent. In the context of mixture models, this is also known ...