Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.

DOI10.1214/aos/1016120364zbMath1106.62316OpenAlexW1511747216MaRDI QIDQ1848769

Matthew Stephens

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1016120364

zbMATH Keywords

Bayesian analysisMarkov processbirth-death processmixture modelMCMCmodel choicespatial point processreversible jump

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Uses Software

• R
• S-PLUS
• spatial
• BayesDA

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Smoothing techniques. With implementation in S
• Marginal Likelihood from the Gibbs Output
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• Density Estimation With Confidence Sets Exemplified by Superclusters and Voids in the Galaxies
• Statistical analysis of finite mixture distributions
• Time reversible and Gibbsian point processes I. Markovian spatial birth and death processes on a general phase space
• An Application of the Laplace Method to Finite Mixture Distributions
• Adaptive Mixtures
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
• Bayesian Analysis of Quantitative Trait Locus Data Using Reversible Jump Markov Chain Monte Carlo
• Bayesian Density Estimation and Inference Using Mixtures
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