Model selection in finite mixture of regression models: a Bayesian approach with innovative weightedgpriors and reversible jump Markov chain Monte Carlo implementation

DOI10.1080/00949655.2014.931584zbMath1457.62023MaRDI QIDQ5220880

Zhiwei Zhang, Wei Liu, Jian Tao, Bo Zhang, Adam J. Branscum

Publication date: 27 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2014.931584

zbMATH Keywords

Metropolis-Hastings algorithm; Bayesian variable selection; finite normal mixtures; reversible jump algorithm; weighted prior

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62J05: Linear regression; mixed models

62F15: Bayesian inference

Related Items

Bayesian analysis for heteroscedastic normal-Pareto mixture model with application, A data-driven reversible jump for estimating a finite mixture of regression models, Variable selection in finite mixture of regression models with an unknown number of components, Bayesian variable selection in linear regression models with non-normal errors

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