Interpretation and inference in mixture models: simple MCMC works
From MaRDI portal
Publication:1019984
DOI10.1016/j.csda.2006.11.026zbMath1161.62338OpenAlexW2061929874MaRDI QIDQ1019984
Publication date: 29 May 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2006.11.026
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)
Related Items
On the use of marginal posteriors in marginal likelihood estimation via importance sampling, Methods for inference in large multiple-equation Markov-switching models, Regression density estimation using smooth adaptive Gaussian mixtures, Bayesian Mixture Labeling and Clustering, Bayesian nonparametric learning of how skill is distributed across the mutual fund industry, Label switching and its solutions for frequentist mixture models, Jeffreys priors for mixture estimation: properties and alternatives, Explaining Trends in Body Mass Index Using Demographic Counterfactuals, Online Bayesian learning for mixtures of spatial spline regressions with mixed effects, Identification of business cycles and the Great Moderation in the post-war U.S. economy, On a model of environmental performance and technology gaps, A note on sigma-mu efficiency analysis as a methodology for evaluating units through composite indicators, Monetary policy and long‐term interest rates, Bayesian weighted inference from surveys, Finite mixtures of ERGMs for modeling ensembles of networks, Robust and efficient specification tests in Markov-switching autoregressive models, Anchored Bayesian Gaussian mixture models, Estimating marginal likelihoods from the posterior draws through a geometric identity, A Bayesian approach to model-based clustering for binary panel probit models, Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors, Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations, Importance sampling schemes for evidence approximation in mixture models, Measuring and predicting heterogeneous recessions, Bayesian modeling of joint and conditional distributions, A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation, A Bayesian analysis of payday loans and their regulation, Model-based clustering based on sparse finite Gaussian mixtures, A Simple Solution to Bayesian Mixture Labeling, Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities, Bayesian Semiparametric Multivariate Density Deconvolution, Marginal likelihood for Markov-switching and change-point GARCH models, Bayesian semiparametric stochastic volatility modeling, Bayesian inference in a correlated random coefficients model: modeling causal effect heterogeneity with an application to heterogeneous returns to schooling, Inference and prediction in a multiple-structural-break model, Model based labeling for mixture models, An online Bayesian mixture labelling method by minimizing deviance of classification probabilities to reference labels, Computational techniques for applied econometric analysis of macroeconomic and financial processes, Weakly Informative Reparameterizations for Location-Scale Mixtures, Bayesian density estimation using skew Student-\(t\)-normal mixtures, On Convergence Rates of Mixtures of Polynomial Experts, Transition and limiting distributions when covariates are available, OPTIMAL AUXILIARY PRIORS AND REVERSIBLE JUMP PROPOSALS FOR A CLASS OF VARIABLE DIMENSION MODELS, Efficient Bayesian Multivariate Surface Regression
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Smoothly mixing regressions
- An empirical analysis of earnings dynamics among men in the PSID: 1968--1989
- Markov chains for exploring posterior distributions. (With discussion)
- Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling
- Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
- Estimating Mixtures of Normal Distributions and Switching Regressions
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
- Partial non-Gaussian state space
- STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS
- Practical Bayesian Density Estimation Using Mixtures of Normals
- Model-Based Clustering, Discriminant Analysis, and Density Estimation
- Hidden Markov Models and Disease Mapping
- Computational and Inferential Difficulties with Mixture Posterior Distributions
- Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
- Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method
- Bayesian analysis of switching ARCH models
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
- Contemporary Bayesian Econometrics and Statistics
- Getting It Right
- Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities
- A generalized bivariate mixture model for stock price volatility and trading volume
- Fully Bayesian analysis of switching Gaussian state space models
