A default Bayesian test for the number of components in a mixture

DOI10.1016/S0378-3758(02)00294-XzbMath1033.62025OpenAlexW1969446250MaRDI QIDQ1869085

Elías Moreno, Brunero Liseo

Publication date: 9 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00294-x

zbMATH Keywords

Bayes factorModel selectionexponential densitiesMixture modelImproper priorFractional priorIntrinsic priortesting number of components

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items

Training samples in objective Bayesian model selection., Prior distributions for objective Bayesian analysis, Objective Bayesian methods for one-sided testing, On intrinsic priors for nonnested models, A consistent on‐line Bayesian procedure for detecting change points, Objective Bayesian multiple comparisons for normal variances, Bounds for Bayesian order identification with application to mixtures, Test procedures based on combination of Bayesian evidences for \(H_{0}\), New approaches to compute Bayes factor in finite mixture models, Bayesian model selection methods for nonnested models, Bayesian model choice based on Monte Carlo estimates of posterior model probabilities, Testing equality of regression coefficients in heteroscedastic normal regression models, A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification, Bayesian Inference Under Partial Prior Information, Bayes Factors for Comparison of Restricted Simple Linear Regression Coefficients

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimating the dimension of a model
• Reparameterisation issues in mixture modelling and their bearing on MCMC algorithms.
• The Intrinsic Bayes Factor for Model Selection and Prediction
• Density Estimation With Confidence Sets Exemplified by Superclusters and Voids in the Galaxies
• Practical Bayesian Density Estimation Using Mixtures of Normals
• An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
• Bayesian Density Estimation and Inference Using Mixtures