A note on the prior parameter choice in finite mixture models of distributions from exponential families

DOI10.1007/S00180-010-0188-2zbMATH Open1226.62024OpenAlexW2055407638MaRDI QIDQ650704FDOQ650704

Authors María Jesús Rufo, Jacinto Martín, Carlos J. Pérez 

Publication date 26 November 2011

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-010-0188-2

zbMATH Keywords

Kullback-Leibler divergenceinterval analysisconjugate prior distributionsnatural exponential families with quadratic variance function

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Exact distribution theory in statistics (62E15) Bayesian inference (62F15) Applications of mathematical programming (90C90)

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• Approximating priors by finite mixtures of conjugate distributions for an exponential family
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• scientific article; zbMATH DE number 3921733

Cites Work

• scientific article; zbMATH DE number 2035082 (Why is no real title available?)
• scientific article; zbMATH DE number 2119838 (Why is no real title available?)
• scientific article; zbMATH DE number 3239667 (Why is no real title available?)
• Bayesian analysis of finite mixture models of distributions from exponential families
• Conjugate Priors for Exponential Families Having Quadratic Variance Functions
• Exponential and Bayesian conjugate families: Review and extensions. (With discussion)
• INTLAB implementation of an interval global optimization algorithm
• Natural exponential families with quadratic variance functions
• Natural exponential families with quadratic variance functions: Statistical theory
• Parameterizations for Natural Exponential Families with Quadratic Variance Functions

Cited In (7)

• Inference on exponential families with mixture of prior distributions
• Approximating priors by finite mixtures of conjugate distributions for an exponential family
• Bayesian analysis of finite mixture models of distributions from exponential families
• On the consistency of MLE in finite mixture models of exponential families
• Non parametric mixture priors based on an exponential random scheme
• An exponential partial prior for improving nonparametric maximum likelihood estimation in mixture models
• An approximation to the information matrix of exponential family finite mixtures

Uses Software

• INTLAB

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