Academic Journal
Approximating the marginal likelihood in mixture models
| العنوان: | Approximating the marginal likelihood in mixture models |
|---|---|
| المؤلفون: | Marin, Jean-Michel, Robert, Christian |
| المساهمون: | Centre de Recherche en Économie et Statistique (CREST), Ecole Nationale de la Statistique et de l'Analyse de l'Information Bruz (ENSAI)-École polytechnique (X), Institut Polytechnique de Paris (IP Paris)-Institut Polytechnique de Paris (IP Paris)-École Nationale de la Statistique et de l'Administration Économique (ENSAE Paris)-Centre National de la Recherche Scientifique (CNRS), Model selection in statistical learning (SELECT), Inria Saclay - Ile de France, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Laboratoire de Mathématiques d'Orsay (LMO), Université Paris-Sud - Paris 11 (UP11)-Centre National de la Recherche Scientifique (CNRS)-Université Paris-Sud - Paris 11 (UP11)-Centre National de la Recherche Scientifique (CNRS), CEntre de REcherches en MAthématiques de la DEcision (CEREMADE), Université Paris Dauphine-PSL, Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-Centre National de la Recherche Scientifique (CNRS), ANR-05-BLAN-0299,ADAP'MC,Méthodes de Monte Carlo Adaptatives(2005) |
| المصدر: | Indian Bayesian Society Newsletter ; https://hal.science/hal-00273475 ; Indian Bayesian Society Newsletter, 2008, V (1), pp.2-7 |
| بيانات النشر: | HAL CCSD Indian Bayesian Society |
| سنة النشر: | 2008 |
| مصطلحات موضوعية: | Bayesian model choice, conjugate prior, Rao-Blackwellisation, Markov Chain Monte Carlo (MCMC), [STAT.ME]Statistics [stat]/Methodology [stat.ME], [STAT.CO]Statistics [stat]/Computation [stat.CO], [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH], [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] |
| الوصف: | In Chib (1995), a method for approximating marginal densities in a Bayesian setting is proposed, with one proeminent application being the estimation of the number of components in a normal mixture. As pointed out in Neal (1999) and Fruhwirth-Schnatter (2004), the approximation often fails short of providing a proper approximation to the true marginal densities because of the well-known label switching problem (Celeux et al., 2000). While there exist other alternatives to the derivation of approximate marginal densities, we reconsider the original proposal here and show as in Berkhof et al. (2003) and Lee et al. (2008) that it truly approximates the marginal densities once the label switching issue has been solved. |
| نوع الوثيقة: | article in journal/newspaper |
| اللغة: | English |
| Relation: | info:eu-repo/semantics/altIdentifier/arxiv/0804.2414; hal-00273475; https://hal.science/hal-00273475; https://hal.science/hal-00273475/document; https://hal.science/hal-00273475/file/MR082.pdf; ARXIV: 0804.2414 |
| الاتاحة: | https://hal.science/hal-00273475 https://hal.science/hal-00273475/document https://hal.science/hal-00273475/file/MR082.pdf |
| Rights: | info:eu-repo/semantics/OpenAccess |
| رقم الانضمام: | edsbas.EA7F0D80 |
| قاعدة البيانات: | BASE |
| الوصف غير متاح. |