Finite mixture distributions, sequential likelihood and the EM algorithm

A popular way to account for unobserved heterogeneity is to assume that the data are drawn from a finite mixture distribution. A barrier to using finite mixture models is that parameters that could previously be estimated in stages must now be estimated jointly: using mixture distributions destroys any additive separability of the log-likelihood function. We show, however, that an extension of the EM algorithm reintroduces additive separability, thus allowing one to estimate parameters sequentially during each maximization step. In establishing this result, we develop a broad class of estimators for mixture models. Returning to the likelihood problem, we show that, relative to full information maximum likelihood, our sequential estimator can generate large computational savings with little loss of efficiency.

Finite size effects in the presence of a chemical potential: A study in the classical nonlinear O(2) sigma model

In the presence of a chemical potential, the physics of level crossings leads to singularities at zero temperature, even when the spatial volume is finite. These singularities are smoothed out at a finite temperature but leave behind nontrivial finite size effects which must be understood in order to extract thermodynamic quantities using Monte Carlo methods, particularly close to critical points. We illustrate some of these issues using the classical nonlinear O(2) sigma model with a coupling β and chemical potential μ on a 2+1-dimensional Euclidean lattice. In the conventional formulation this model suffers from a sign problem at nonzero chemical potential and hence cannot be studied with the Wolff cluster algorithm. However, when formulated in terms of the worldline of particles, the sign problem is absent, and the model can be studied efficiently with the "worm algorithm." Using this method we study the finite size effects that arise due to the chemical potential and develop an effective quantum mechanical approach to capture the effects. As a side result we obtain energy levels of up to four particles as a function of the box size and uncover a part of the phase diagram in the (β,μ) plane. © 2010 The American Physical Society.