  Mixtures of linear mixed models (MLMMs) are useful for clustering grouped
data and can be estimated by likelihood maximization through the EM algorithm.
The conventional approach to determining a suitable number of components is to
compare different mixture models using penalized log-likelihood criteria such
as BIC.We propose fitting MLMMs with variational methods which can perform
parameter estimation and model selection simultaneously. A variational
approximation is described where the variational lower bound and parameter
updates are in closed form, allowing fast evaluation. A new variational greedy
algorithm is developed for model selection and learning of the mixture
components. This approach allows an automatic initialization of the algorithm
and returns a plausible number of mixture components automatically. In cases of
weak identifiability of certain model parameters, we use hierarchical centering
to reparametrize the model and show empirically that there is a gain in
efficiency by variational algorithms similar to that in MCMC algorithms.
Related to this, we prove that the approximate rate of convergence of
variational algorithms by Gaussian approximation is equal to that of the
corresponding Gibbs sampler which suggests that reparametrizations can lead to
improved convergence in variational algorithms as well.
