MIX-MC:  Use Markov chain to do sampling for a mixture model.

The mix-mc program is the specialization of xxx-mc to the task of
sampling from the posterior distribution of the hyperparameters,
parameters, and component indicators that are associated with a
mixture model.  If no training data is specified, the prior for
hyperparameters is sampled from, in which case only the gibbs-hyper
operation below is valid.

The generic features of this program are described in xxx-mc.doc.
However, at present, none of the pre-defined Markov chain operations
can be used with mixture models, only the special operations described

The state of the simulation has three parts: the hyperparameter values
common to all mixture components, the indicators of which component is
associated with each training case, and the parameter values for those
components that are associated with some training case.  Any parts
that are not present when sampling begins are set as follows:
hyperparameters to their means, parameters of components to their
means given the hyperparameters, and indicators to a single component.

The three parts of the state can be updated with the following
application specific sampling operations:


       Does a Gibbs sampling scan over the hyperparameter values.


       Does a Gibbs sampling scan over the parameters for the mixture
       components that are currently associated with at least one
       training case.


       Does a Gibbs sampling scan over the indicators for which 
       component is currently associated with each training case.
       This operation is not allowed for models with an infinite
       number of components.  

   met-indicators [ N ]

       For each training case in turn, does N Metropolis-Hastings
       updates for the indicator that specifies which component is 
       associated with that case.  For each update, a new component 
       is proposed, selected according to the mixing probabilities.  
       This component is then accepted or rejected based on the
       relative probability of the case with respect to the new and
       the old components.  This operation is possible with both
       finite and infinite models.

Note that the gibbs-indicators and met-indicators operations may
change the set of components that are associated with some training
case.  New components that were not previously associated with any
training case have parameters drawn from the prior, given the current
hyperparameters.  Components are removed from the current list when
they are no longer associated with any training case.

Statistics regarding the met-indicators operation can be accessed via
the 'r', 'm', and 'D' quantities, as documented in mc-quantities.doc.

            Copyright (c) 1997 by Radford M. Neal