Bayesian Inference on Mixtures of Distributions
Computation
2008-04-16 v1 Methodology
Abstract
This survey covers state-of-the-art Bayesian techniques for the estimation of mixtures. It complements the earlier Marin, Mengersen and Robert (2005) by studying new types of distributions, the multinomial, latent class and t distributions. It also exhibits closed form solutions for Bayesian inference in some discrete setups. Lastly, it sheds a new light on the computation of Bayes factors via the approximation of Chib (1995).
Cite
@article{arxiv.0804.2413,
title = {Bayesian Inference on Mixtures of Distributions},
author = {Kate Lee and Jean-Michel Marin and Kerrie Mengersen and Christian P. Robert},
journal= {arXiv preprint arXiv:0804.2413},
year = {2008}
}
Comments
24 pages