Importance sampling schemes for evidence approximation in mixture models

DOI10.1214/15-BA970zbMath1357.62116arXiv1311.6000MaRDI QIDQ516488

Yong-Cai Geng, Sumit K. Garg

Publication date: 14 March 2017

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.6000

zbMATH Keywords

importance sampling; marginal likelihood; mixture models; model evidence

Mathematics Subject Classification ID

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

62F15: Bayesian inference

Uses Software

• Label.switching