Bayesian inference in mixtures: approximate methods.

Enrique Caro; Juan Ignacio Domínguez; Francisco Javier Girón

Trabajos de Estadística (1991)

  • Volume: 6, Issue: 1, page 89-106
  • ISSN: 0213-8190

Abstract

top
The problem of approximating mixtures of distributions has received considerable attention recently. In this paper we consider problems of estimating the mixing proportions of a finite mixture from a Bayesian perspective. The problems which arise from this methodology are basically approximations of finite measures of distributions. We propose two approximating methods and prove that under certain conditions both methods are asymptotically equivalent to a third method, which turns out to be simpler and computationally more efficient than the others. The paper concludes with a simulation study which analyses the goodness of the three methods with respect to the exact solution.

How to cite

top

Caro, Enrique, Domínguez, Juan Ignacio, and Girón, Francisco Javier. "Inferencia bayesiana en mixturas: métodos aproximados.." Trabajos de Estadística 6.1 (1991): 89-106. <http://eudml.org/doc/40552>.

@article{Caro1991,
author = {Caro, Enrique, Domínguez, Juan Ignacio, Girón, Francisco Javier},
journal = {Trabajos de Estadística},
keywords = {Inferencia bayesiana; Conglomerados; Aprendizaje; Aproximación; Simulación; approximations; Kullback-Leibler divergence; method of moments; simulation; finite mixtures of distributions},
language = {spa},
number = {1},
pages = {89-106},
title = {Inferencia bayesiana en mixturas: métodos aproximados.},
url = {http://eudml.org/doc/40552},
volume = {6},
year = {1991},
}

TY - JOUR
AU - Caro, Enrique
AU - Domínguez, Juan Ignacio
AU - Girón, Francisco Javier
TI - Inferencia bayesiana en mixturas: métodos aproximados.
JO - Trabajos de Estadística
PY - 1991
VL - 6
IS - 1
SP - 89
EP - 106
LA - spa
KW - Inferencia bayesiana; Conglomerados; Aprendizaje; Aproximación; Simulación; approximations; Kullback-Leibler divergence; method of moments; simulation; finite mixtures of distributions
UR - http://eudml.org/doc/40552
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.