Abstract
Abstract Mixtures of normals provide a flexible model for estimating densities in a Bayesian framework. There are some difficulties with this model, however. First, standard reference priors yield improper posteriors. Second, the posterior for the number of components in the mixture is not well defined (if the reference prior is used). Third, posterior simulation does not provide a direct estimate of the posterior for the number of components. We present some practical methods for coping with these problems. Finally, we give some results on the consistency of the method when the maximum number of components is allowed to grow with the sample size.
Keywords
Prior probabilityBayesian probabilityConsistency (knowledge bases)Posterior probabilityStatisticsComputer scienceMathematicsBayesian inferenceArtificial intelligence
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Publication Info
- Year
- 1997
- Type
- article
- Volume
- 92
- Issue
- 439
- Pages
- 894-902
- Citations
- 473
- Access
- Closed
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Cite This
Kathryn Roeder,
Larry Wasserman
(1997).
Practical Bayesian Density Estimation Using Mixtures of Normals.
Journal of the American Statistical Association
, 92
(439)
, 894-902.
https://doi.org/10.1080/01621459.1997.10474044
Identifiers
- DOI
- 10.1080/01621459.1997.10474044