Mixture models, latent variables and partitioned importance sampling

DOI10.1016/j.stamet.2004.05.001zbMath1075.65016OpenAlexW2138753389MaRDI QIDQ2485463

George Casella, Martin T. Wells, Christian P. Robert Robert

Publication date: 5 August 2005

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/32066

zbMATH Keywords

numerical examplesMonte Carlo methodsBayes estimationGibbs samplingmixture modelsPosterior probabilitiesPartition decomposition

Mathematics Subject Classification ID

Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05)

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Cites Work

• Semiparametric estimation of normal mixture densities
• Reparameterisation issues in mixture modelling and their bearing on MCMC algorithms.
• Marginal Likelihood from the Gibbs Output
• Sampling-Based Approaches to Calculating Marginal Densities
• The Calculation of Posterior Distributions by Data Augmentation
• Rao-Blackwellisation of sampling schemes
• Practical Bayesian Density Estimation Using Mixtures of Normals
• Computational and Inferential Difficulties with Mixture Posterior Distributions
• Bayesian Density Estimation and Inference Using Mixtures
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