[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 …
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 …
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
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 …
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 © …
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
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 …
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 …
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
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 …
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 …
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 …
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 …
or hidden Markov models. In case that the prior distribution of the model parameters is the …