On the convergence rate of random permutation sampler and ECR algorithm in missing data models

DOI10.1007/S11009-011-9238-7zbMATH Open1277.65007OpenAlexW1994336023MaRDI QIDQ352882FDOQ352882

Authors: Panagiotis Papastamoulis, George Iliopoulos 

Publication date: 5 July 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-011-9238-7

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zbMATH Keywords

latent variableMarkov chain Monte Carlo methodlabel switchingequivalence classes representatives algorithmrandom permutation sampler

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Discrete-time Markov processes on general state spaces (60J05)

Cites Work

• Title not available (Why is that?)
• Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling
• Finite mixture and Markov switching models.
• Title not available (Why is that?)
• Dealing With Label Switching in Mixture Models
• Computational and Inferential Difficulties with Mixture Posterior Distributions
• Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
• Inference in hidden Markov models.
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Sampling-Based Approaches to Calculating Marginal Densities
• Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method
• Markov Chains

Cited In (4)

• Handling the label switching problem in latent class models via the ECR algorithm
• Clustering multivariate data using factor analytic Bayesian mixtures with an unknown number of components
• Overfitting Bayesian mixtures of factor analyzers with an unknown number of components
• An alternative class of models to position social network groups in latent spaces

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