Bayesian finite mixtures: a note on prior specification and posterior computation
Methodology
2007-11-06 v1 Computation
Abstract
A new method for the computation of the posterior distribution of the number k of components in a finite mixture is presented. Two aspects of prior specification are also studied: an argument is made for the use of a Poisson(1) distribution as the prior for k; and methods are given for the selection of hyperparameter values in the mixture of normals model, with natural conjugate priors on the components parameters.
Cite
@article{arxiv.0711.0458,
title = {Bayesian finite mixtures: a note on prior specification and posterior computation},
author = {Agostino Nobile},
journal= {arXiv preprint arXiv:0711.0458},
year = {2007}
}
Comments
14 pages, 5 figures