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Bayesian Inference on Finite Mixtures of Distributions
Acte de colloque

Bayesian Inference on Finite Mixtures of Distributions

Kate Lee, Jean-Michel Marin, Kerrie Mengersen et Christian Robert
Perspectives in Mathematical Science I: Vol. 7: Probability and Statistics, Vol.7, p.165
Statistical Science and Interdisciplinary Research
01/01/2009

Résumé

Mathematics Physical Sciences Science & Technology Statistics & Probability
This survey covers state-of-the-art Bayesian techniques for the estimation of mixtures. It complements the earlier work [31] by studying new types of distributions, the multinomial, latent class and t distributions. It also exhibits closed form solutions for Bayesian inference in some discrete setups. Lastly, it sheds a new light on the computation of Bayes factors via the approximation of [8].

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Détails

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