Variational approximations in Bayesian model selection for finite mixture distributions
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Publication:1020214
DOI10.1016/j.csda.2006.07.020zbMath1445.62050OpenAlexW2160255741MaRDI QIDQ1020214
Clare A. McGrory, Michael D. Titterington
Publication date: 29 May 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://eprints.qut.edu.au/14822/1/14822.pdf
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15)
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Cites Work
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Estimating the dimension of a model
- An introduction to MCMC for machine learning
- Bayesian methods for neural networks and related models
- Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
- Markov chains for exploring posterior distributions. (With discussion)
- Bayesian learning for neural networks
- An introduction to variational methods for graphical models
- Sequential Monte Carlo Methods in Practice
- VARIATIONAL BAYESIAN ANALYSIS FOR HIDDEN MARKOV MODELS
- Sampling-Based Approaches to Calculating Marginal Densities
- Density Estimation With Confidence Sets Exemplified by Superclusters and Voids in the Galaxies
- Adaptive Rejection Metropolis Sampling within Gibbs Sampling
- Hidden Markov Models and Disease Mapping
- Bayesian Measures of Model Complexity and Fit
- Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method
- Graphical models
- Convergence properties of a general algorithm for calculating variational Bayesian estimates for a normal mixture model
- Deviance information criteria for missing data models
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