A default Bayesian test for the number of components in a mixture

DOI10.1016/S0378-3758(02)00294-XzbMath1033.62025OpenAlexW1969446250MaRDI QIDQ1869085

Elías Moreno, Brunero Liseo

Publication date: 9 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00294-x

zbMATH Keywords

Bayes factorModel selectionexponential densitiesMixture modelImproper priorFractional priorIntrinsic priortesting number of components

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (15)

Training samples in objective Bayesian model selection. ⋮ Prior distributions for objective Bayesian analysis ⋮ Objective Bayesian methods for one-sided testing ⋮ On intrinsic priors for nonnested models ⋮ A consistent on‐line Bayesian procedure for detecting change points ⋮ Objective Bayesian multiple comparisons for normal variances ⋮ Bounds for Bayesian order identification with application to mixtures ⋮ Test procedures based on combination of Bayesian evidences for \(H_{0}\) ⋮ New approaches to compute Bayes factor in finite mixture models ⋮ Bayesian model selection methods for nonnested models ⋮ Bayesian model choice based on Monte Carlo estimates of posterior model probabilities ⋮ Testing equality of regression coefficients in heteroscedastic normal regression models ⋮ A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification ⋮ Bayesian Inference Under Partial Prior Information ⋮ Bayes Factors for Comparison of Restricted Simple Linear Regression Coefficients

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• Statistical analysis of finite mixture distributions
• Practical Bayesian Density Estimation Using Mixtures of Normals
• An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
• Bayesian Density Estimation and Inference Using Mixtures

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