BayesMultiMode
CRANBayesMultiModeMaRDI QIDQ66959FDOQ66959
Bayesian Mode Inference
Nalan Baştürk, Paul Labonne, Peter de Knijff, Jamie Cross, Lennart Hoogerheide, Herman van Dijk
Last update: 5 February 2024
Copyright license: GNU General Public License
Software version identifier: 0.5.1, 0.1.1, 0.6.0, 0.7.0
A Bayesian approach for mode inference which works in two steps. First, a mixture distribution is fitted on the data using a sparse finite mixture (SFM) Markov chain Monte Carlo (MCMC) algorithm following Malsiner-Walli, Frühwirth-Schnatter and Grün (2016) <doi:10.1007/s11222-014-9500-2>). The number of mixture components does not have to be known; the size of the mixture is estimated endogenously through the SFM approach. Second, the modes of the estimated mixture at each MCMC draw are retrieved using algorithms specifically tailored for mode detection. These estimates are then used to construct posterior probabilities for the number of modes, their locations and uncertainties, providing a powerful tool for mode inference.
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