Fully Bayesian Learning of Multivariate Beta Mixture Models

Mixture models have been widely used as statistical learning paradigms in various unsupervised machine learning applications, where labeling a vast amount of data is impractical and costly. They have shown a significant success and convincing performance in many real-world problems such as medical applications, image clustering and anomaly detection. In this paper, we explore a fully Bayesian analysis of multivariate Beta mixture model and propose a solution for the problem of estimating parameters using Markov Chain Monte Carlo technique. We exploit Gibbs sampling within Metropolis-Hastings for Monte Carlo simulation. We also obtained prior distribution which is a conjugate for multivariate Beta. The performance of our proposed method is evaluated and compared with Bayesian Gaussian mixture model via challenging applications, including cell image categorization and network intrusion detection. Experimental results confirm that the proposed technique can provide an effective solution comparing to similar alternatives.