<b>BayesMix</b>: Bayesian Mixture Models in <i>C++</i>

We describe BayesMix, a C++ library for MCMC posterior simulation for general Bayesian mixture models. The goal of BayesMix is to provide a self-contained ecosystem to perform inference for mixture models to computer scientists, statisticians and practitioners. The key idea of this library is extensibility, as we wish the users to easily adapt our software to their specific Bayesian mixture models. In addition to the several models and MCMC algorithms for posterior inference included in the library, new users with little familiarity on mixture models and the related MCMC algorithms can extend our library with minimal coding effort. Our library is computationally very efficient when compared to competitor software. Examples show that the typical code runtimes are from two to 25 times faster than competitors for data dimension from one to ten. We also provide Python (bayesmixpy) and R (bayesmixr) interfaces. Our library is publicly available on GitHub at https://github.com/bayesmix-dev/bayesmix/.

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Publication Details

Journal
Journal of Statistical Software
Published
2025-01-01
DOI
https://doi.org/10.18637/jss.v112.i09
Citations
3
Primary Topic
Scientific Measurement and Uncertainty Evaluation
Type
article
Field-Weighted Citation Impact
4.20

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article

BayesMix: Bayesian Mixture Models in C++

Mario Beraha, Alessandra Guglielmi, Matteo Gianella, Bruno Guindani
3 citations
Journal of Statistical Software
Scientific Measurement and Uncertainty Evaluation
4.20
article

BayesMix: Bayesian Mixture Models in C++

Mario Beraha, Alessandra Guglielmi, Matteo Gianella, Bruno Guindani
article en
3 citations

Abstract

We describe BayesMix, a C++ library for MCMC posterior simulation for general Bayesian mixture models. The goal of BayesMix is to provide a self-contained ecosystem to perform inference for mixture models to computer scientists, statisticians and practitioners. The key idea of this library is extensibility, as we wish the users to easily adapt our software to their specific Bayesian mixture models. In addition to the several models and MCMC algorithms for posterior inference included in the library, new users with little familiarity on mixture models and the related MCMC algorithms can extend our library with minimal coding effort. Our library is computationally very efficient when compared to competitor software. Examples show that the typical code runtimes are from two to 25 times faster than competitors for data dimension from one to ten. We also provide Python (bayesmixpy) and R (bayesmixr) interfaces. Our library is publicly available on GitHub at https://github.com/bayesmix-dev/bayesmix/.

Journal of Statistical SoftwareVol. 112(9)
University of Milano-Bicocca (IT), Politecnico di Milano (IT)
European Commission
Openalex Percentile: Top 6%
Scientific Measurement and Uncertainty Evaluation
4.20
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<b>BayesMix</b>: Bayesian Mixture Models in <i>C++</i> — Mario Beraha, Alessandra Guglielmi, et al. · Journal of Statistical Software (2025) | TGRS Research Map | TGRS