Consistency of variational Bayes inference for estimation and model selection in mixtures

DOI10.1214/18-EJS1475zbMath1403.62035arXiv1805.05054OpenAlexW2801896452MaRDI QIDQ1786584

Pierre Alquier, Badr-Eddine Chérief-Abdellatif

Publication date: 24 September 2018

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.05054

zbMATH Keywords

model selectionmixture modelsvariational approximationsfrequentist evaluation of Bayesian methods

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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Uses Software

• nmfem

Cites Work

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