Perfect Samplers for Mixtures of Distributions

DOI10.1111/1467-9868.00360MaRDI QIDQ4672161zbMATH OpenOpenAlexWikidataFDO

Authors George Casella, K. Mengersen, Christian P. Robert Robert, D. M. Titterington

Publication date 29 April 2005

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://basepub.dauphine.fr/handle/123456789/6719

zbMATH Keywords

CouplingGibbs samplingMarginalizationMonotonicityslice sampling

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites work

• Exact sampling with coupled Markov chains and applications to statistical mechanics
• Mixture models, latent variables and partitioned importance sampling
• Rates of convergence of the Hastings and Metropolis algorithms
• Statistical analysis of finite mixture distributions

Cited in

(18)

• Slice sampling. (With discussions and rejoinder)
• Jeffreys priors for mixture estimation: properties and alternatives
• A variational approximations-DIC rubric for parameter estimation and mixture model selection within a family setting
• A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability
• Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
• Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling
• Perfect simulation for mixtures with known and unknown number of components
• Heteroscedastic Weibull-normal mixture models: a Bayesian approach
• Practical perfect sampling using composite bounding chains: the Dirichlet-multinomial model
• Perfect posterior simulation for mixture and hidden Markov models
• scientific article; zbMATH DE number 5954259 (Why is no real title available?)
• On the simulation of Markov chain steady-state distribution using CFTP algorithm
• Perfect sampling for nonhomogeneous Markov chains and hidden Markov models
• Heteroscedastic normal-exponential mixture models: Bayesian and classical approaches
• Mixture of distributions in the biparametric exponential family: a Bayesian approach
• Approximate Bayesian computation for finite mixture models
• Bayesian analysis for heteroscedastic normal-Pareto mixture model with application
• Software modules categorization through likelihood and bayesian analysis of finite dirichlet mixtures

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