Variational Mixture Models with Gamma or inverse-Gamma components
  Mixture models with Gamma and or inverse-Gamma distributed mixture components are useful for medical image tissue segmentation or as post-hoc models for regression coefficients obtained from linear regression within a Generalised Linear Modeling framework (GLM), used in this case to separate stochastic (Gaussian) noise from some kind of positive or negative "activation" (modeled as Gamma or inverse-Gamma distributed). To date, the most common choice in this context it is Gaussian/Gamma mixture models learned through a maximum likelihood (ML) approach; we recently extended such algorithm for mixture models with inverse-Gamma components. Here, we introduce a fully analytical Variational Bayes (VB) learning framework for both Gamma and/or inverse-Gamma components. We use synthetic and resting state fMRI data to compare the performance of the ML and VB algorithms in terms of area under the curve and computational cost. We observed that the ML Gaussian/Gamma model is very expensive specially when considering high resolution images; furthermore, these solutions are highly variable and they occasionally can overestimate the activations severely. The Bayesian Gauss-Gamma is in general the fastest algorithm but provides too dense solutions. The maximum likelihood Gaussian/inverse-Gamma is also very fast but provides in general very sparse solutions. The variational Gaussian/inverse-Gamma mixture model is the most robust and its cost is acceptable even for high resolution images. Further, the presented methodology represents an essential building block that can be directly used in more complex inference tasks, specially designed to analyse MRI-fMRI data; such models include for example analytical variational mixture models with adaptive spatial regularization or better source models for new spatial blind source separation approaches. 
A. Llera, D. Vidaurre, R.H.R. Pruim, C. F. Beckmann
stat.ML