Model selection in finite mixture of regression models: a Bayesian approach with innovative weightedgpriors and reversible jump Markov chain Monte Carlo implementation
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Publication:5220880
DOI10.1080/00949655.2014.931584zbMath1457.62023MaRDI QIDQ5220880
Jian Tao, Zhiwei Zhang, Bo Zhang, Adam J. Branscum, Wei Liu
Publication date: 27 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2014.931584
Metropolis-Hastings algorithm; Bayesian variable selection; finite normal mixtures; reversible jump algorithm; weighted prior
62-08: Computational methods for problems pertaining to statistics
62J05: Linear regression; mixed models
62F15: Bayesian inference