[图书][B] Finite mixture and Markov switching models

S Frühwirth-Schnatter - 2006 - Springer
Modelling based on finite mixture distributions is a rapidly developing area with the range of
applications exploding. Finite mixture models are nowadays applied in such diverse areas …

Mixture models with a prior on the number of components

JW Miller, MT Harrison - Journal of the American Statistical …, 2018 - Taylor & Francis
ABSTRACT A natural Bayesian approach for mixture models with an unknown number of
components is to take the usual finite mixture model with symmetric Dirichlet weights, and …

Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling

A Jasra, CC Holmes, DA Stephens - 2005 - projecteuclid.org
In the past ten years there has been a dramatic increase of interest in the Bayesian analysis
of finite mixture models. This is primarily because of the emergence of Markov chain Monte …

Is infinity that far? A Bayesian nonparametric perspective of finite mixture models

R Argiento, M De Iorio - The Annals of Statistics, 2022 - projecteuclid.org
Is infinity that far? A Bayesian nonparametric perspective of finite mixture models Page 1 The
Annals of Statistics 2022, Vol. 50, No. 5, 2641–2663 https://doi.org/10.1214/22-AOS2201 © …

Model-based clustering based on sparse finite Gaussian mixtures

G Malsiner-Walli, S Frühwirth-Schnatter, B Grün - Statistics and computing, 2016 - Springer
In the framework of Bayesian model-based clustering based on a finite mixture of Gaussian
distributions, we present a joint approach to estimate the number of mixture components and …

Dealing with label switching under model uncertainty

S Frühwirth‐Schnatter - Mixtures: estimation and applications, 2011 - Wiley Online Library
K∑ k= 1 ηkfT (y| θk),(10.1) where y is the realisation of a univariate or multivariate, discrete-
or continuousvalued random variable and the component densities fT (y| θk) arise from the …

Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions

SP Brooks, P Giudici, GO Roberts - Journal of the Royal …, 2003 - academic.oup.com
The major implementational problem for reversible jump Markov chain Monte Carlo methods
is that there is commonly no natural way to choose jump proposals since there is no …

Robust mixture modeling using multivariate skew t distributions

TI Lin - Statistics and Computing, 2010 - Springer
This paper presents a robust mixture modeling framework using the multivariate skew t
distributions, an extension of the multivariate Student'st family with additional shape …

Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-t distributions

S Frühwirth-Schnatter, S Pyne - Biostatistics, 2010 - academic.oup.com
Skew-normal and skew-t distributions have proved to be useful for capturing skewness and
kurtosis in data directly without transformation. Recently, finite mixtures of such distributions …

label. switching: An R package for dealing with the label switching problem in MCMC outputs

P Papastamoulis - arXiv preprint arXiv:1503.02271, 2015 - arxiv.org
Label switching is a well-known and fundamental problem in Bayesian estimation of mixture
or hidden Markov models. In case that the prior distribution of the model parameters is the …