New approaches to compute Bayes factor in finite mixture models

DOI10.1016/j.csda.2010.05.002zbMath1284.62359MaRDI QIDQ2445786

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

zbMATH Keywords

Monte Carlo methods; Bayes factor; finite mixture model; marginal distribution; cluster sampling; conjugate prior distribution

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62D05: Sampling theory, sample surveys

Related Items

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, Special issue on variable selection and robust procedures

Uses Software

• tsbridge

Cites Work

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• Reversible Jump, Birth-and-Death and More General Continuous Time Markov Chain Monte Carlo Samplers
• Bayes Factors
• Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation
• Efficient Bayes factor estimation from the reversible jump output
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