New approaches to compute Bayes factor in finite mixture models

DOI10.1016/J.CSDA.2010.05.002zbMATH Open1284.62359OpenAlexW1971200289MaRDI QIDQ2445786FDOQ2445786

Jacinto Martín, María Jesús Rufo, Carlos J. Pérez

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.05.002

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zbMATH Keywords

Bayes factorfinite mixture modelMonte Carlo methodsmarginal distributioncluster samplingconjugate prior distribution

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Sampling theory, sample surveys (62D05)

Cites Work

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• Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
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• Dealing With Label Switching in Mixture Models
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• Reversible Jump, Birth-and-Death and More General Continuous Time Markov Chain Monte Carlo Samplers
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• Bayes Factors
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• A Bayesian model selection method with applications
• Editorial: Recent developments in mixture models (Hamburg, July 2001)
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• Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation
• A default Bayesian test for the number of components in a mixture
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• Bayesian analysis of finite mixture models of distributions from exponential families
• Editorial: Advances in mixture models
• Efficient Bayes factor estimation from the reversible jump output
• A fast distance-based approach for determining the number of components in mixtures

Cited In (5)

• Optimization of the number of components in the mixed model using multi-criteria decision-making
• Editorial: The 2nd special issue on advances in mixture models
• Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions
• Special issue on variable selection and robust procedures
• Title not available (Why is that?)

Uses Software

• tsbridge

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