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

DOI10.1007/S11009-011-9238-7MaRDI QIDQ352882zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 1085980 (Why is no real title available?)
• Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method
• Computational and Inferential Difficulties with Mixture Posterior Distributions
• Dealing With Label Switching in Mixture Models
• Finite mixture and Markov switching models.
• Inference in hidden Markov models.
• Markov Chains
• Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
• Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Sampling-Based Approaches to Calculating Marginal Densities

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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