메뉴 건너뛰기




Volumn 1, Issue 1-2, 2004, Pages 1-18

Mixture models, latent variables and partitioned importance sampling

Author keywords

Bayes estimation; Gibbs sampling; Monte Carlo methods; Partition decomposition; Posterior probabilities

Indexed keywords


EID: 33644771354     PISSN: 15723127     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.stamet.2004.05.001     Document Type: Conference Paper
Times cited : (19)

References (30)
  • 1
    • 0002205556 scopus 로고    scopus 로고
    • Rao-Blackwellization of sampling schemes
    • G. Casella, and C.P. Robert Rao-Blackwellization of sampling schemes Biometrika 83 1 1996 81 94
    • (1996) Biometrika , vol.83 , Issue.1 , pp. 81-94
    • Casella, G.1    Robert, C.P.2
  • 2
    • 0032221050 scopus 로고    scopus 로고
    • Post-processing accept-reject samples: Recycling and rescaling
    • G. Casella, and C.P. Robert Post-processing accept-reject samples: recycling and rescaling J. Comput. Graph. Statist 2 1998 139 157
    • (1998) J. Comput. Graph. Statist , vol.2 , pp. 139-157
    • Casella, G.1    Robert, C.P.2
  • 3
    • 2242491935 scopus 로고    scopus 로고
    • Computational and inferential difficulties with mixture posterior distributions
    • G. Celeux, M. Hurn, and C.P. Robert Computational and inferential difficulties with mixture posterior distributions J. Amer. Statist. Assoc 95 3 2000 957 979
    • (2000) J. Amer. Statist. Assoc , vol.95 , Issue.3 , pp. 957-979
    • Celeux, G.1    Hurn, M.2    Robert, C.P.3
  • 4
    • 0041974049 scopus 로고
    • Marginal likelihood from the Gibbs output
    • S. Chib Marginal likelihood from the Gibbs output J. Amer. Statist. Assoc 90 1995 1313 1321
    • (1995) J. Amer. Statist. Assoc , vol.90 , pp. 1313-1321
    • Chib, S.1
  • 5
    • 0002629270 scopus 로고
    • Maximum likelihood from incomplete data via the em algorithm (with discussion)
    • A.P. Dempster, N.M. Laird, and D.B. Rubin Maximum likelihood from incomplete data via the EM algorithm (with discussion) J. R. Stat. Soc. Ser. B 39 1977 1 38
    • (1977) J. R. Stat. Soc. Ser. B , vol.39 , pp. 1-38
    • Dempster, A.P.1    Laird, N.M.2    Rubin, D.B.3
  • 6
    • 2242489118 scopus 로고
    • Estimation des paramètres d'un mélange par échantillonnage Bayésien
    • J. Diebolt, and C.P. Robert Estimation des paramètres d'un mélange par échantillonnage Bayésien Notes C. R. Acad. Sci. I 311 1990 653 658
    • (1990) Notes C. R. Acad. Sci. i , vol.311 , pp. 653-658
    • Diebolt, J.1    Robert, C.P.2
  • 7
    • 0001244941 scopus 로고
    • Estimation of finite mixture distributions by Bayesian sampling
    • J. Diebolt, and C.P. Robert Estimation of finite mixture distributions by Bayesian sampling J. R. Stat. Soc. Ser. B 56 1994 363 375
    • (1994) J. R. Stat. Soc. Ser. B , vol.56 , pp. 363-375
    • Diebolt, J.1    Robert, C.P.2
  • 8
    • 84950937290 scopus 로고
    • Bayesian prediction and density estimation
    • M.D. Escobar, and M. West Bayesian prediction and density estimation J. Amer. Statist. Assoc 90 1995 577 588
    • (1995) J. Amer. Statist. Assoc , vol.90 , pp. 577-588
    • Escobar, M.D.1    West, M.2
  • 10
  • 11
    • 84950453304 scopus 로고
    • Sampling based approaches to calculating marginal densities
    • A.E. Gelfand, and A.F.M. Smith Sampling based approaches to calculating marginal densities J. Amer. Statist. Assoc 85 1990 398 409
    • (1990) J. Amer. Statist. Assoc , vol.85 , pp. 398-409
    • Gelfand, A.E.1    Smith, A.F.M.2
  • 12
    • 0033441527 scopus 로고    scopus 로고
    • MCMC control spreadsheets for exponential mixture estimation
    • M.A. Gruet, A. Philippe, and C.P. Robert MCMC control spreadsheets for exponential mixture estimation J. Comput. Graph. Statist 8 1999 298 317
    • (1999) J. Comput. Graph. Statist , vol.8 , pp. 298-317
    • Gruet, M.A.1    Philippe, A.2    Robert, C.P.3
  • 15
    • 0000391986 scopus 로고    scopus 로고
    • Testing for mixtures: A Bayesian entropic approach (with discussion)
    • J.O. Berger J.M. Bernardo A.P. Dawid D.V. Lindley A.F.M. Smith Oxford University Press Oxford
    • K.L. Mengersen, and C.P. Robert Testing for mixtures: a Bayesian entropic approach (with discussion) J.O. Berger J.M. Bernardo A.P. Dawid D.V. Lindley A.F.M. Smith Bayesian Statistics vol. 5 1996 Oxford University Press Oxford 255 276
    • (1996) Bayesian Statistics , vol.5 , pp. 255-276
    • Mengersen, K.L.1    Robert, C.P.2
  • 16
    • 0002100868 scopus 로고
    • Contribution to the mathematical theory of evolution
    • K. Pearson Contribution to the mathematical theory of evolution Proc. Trans. R. Soc. A 185 1894 71 110
    • (1894) Proc. Trans. R. Soc. A , vol.185 , pp. 71-110
    • Pearson, K.1
  • 17
    • 0002013327 scopus 로고    scopus 로고
    • Bayesian model comparison via jump diffusions
    • W.R. Gilks S.T. Richardson D.J. Spiegelhalter
    • D.B. Phillips, and A.F.M. Smith Bayesian model comparison via jump diffusions W.R. Gilks S.T. Richardson D.J. Spiegelhalter Markov Chain Monte-Carlo in Practice 1996 215 240
    • (1996) Markov Chain Monte-Carlo in Practice , pp. 215-240
    • Phillips, D.B.1    Smith, A.F.M.2
  • 18
    • 18244378520 scopus 로고    scopus 로고
    • On Bayesian analysis of mixtures with an unknown number of components (with discussion)
    • S. Richardson, and P.J. Green On Bayesian analysis of mixtures with an unknown number of components (with discussion) J. R. Stat. Soc. Ser. B 59 1997 731 792
    • (1997) J. R. Stat. Soc. Ser. B , vol.59 , pp. 731-792
    • Richardson, S.1    Green, P.J.2
  • 19
    • 0000599677 scopus 로고    scopus 로고
    • Inference in mixture models
    • W.R. Gilks S. Richardson D.J. Spiegelhalter Chapman Hall London
    • C.P. Robert Inference in mixture models W.R. Gilks S. Richardson D.J. Spiegelhalter Markov Chain Monte Carlo in Practice 1996 Chapman Hall London 441 464
    • (1996) Markov Chain Monte Carlo in Practice , pp. 441-464
    • Robert, C.P.1
  • 20
    • 0010057073 scopus 로고    scopus 로고
    • MCMC specifics for latent variable models
    • R. Payne P. Green Physica-Verlag Heidelberg
    • C.P. Robert MCMC specifics for latent variable models R. Payne P. Green COMPSTAT 1998 1998 Physica-Verlag Heidelberg 101 112
    • (1998) COMPSTAT 1998 , pp. 101-112
    • Robert, C.P.1
  • 22
    • 0033611397 scopus 로고    scopus 로고
    • Reparametrization issues in mixture estimation and their bearings on the Gibbs sampler
    • C.P. Robert, and K.L. Mengersen Reparametrization issues in mixture estimation and their bearings on the Gibbs sampler Comput. Statist. Data Anal 29 1998 325 343
    • (1998) Comput. Statist. Data Anal , vol.29 , pp. 325-343
    • Robert, C.P.1    Mengersen, K.L.2
  • 23
    • 0000198157 scopus 로고
    • Semiparametric estimation of normal mixture densities
    • K. Roeder Semiparametric estimation of normal mixture densities Ann. Statist 20 1992 929 943
    • (1992) Ann. Statist , vol.20 , pp. 929-943
    • Roeder, K.1
  • 24
    • 21744460005 scopus 로고    scopus 로고
    • Practical Bayesian density estimation using mixtures of normals
    • K. Roeder, and L. Wasserman Practical Bayesian density estimation using mixtures of normals J. Amer. Statist. Assoc 92 1997 894 902
    • (1997) J. Amer. Statist. Assoc , vol.92 , pp. 894-902
    • Roeder, K.1    Wasserman, L.2
  • 26
    • 84950758368 scopus 로고
    • The calculation of posterior distributions by data augmentation
    • M. Tanner, and W. Wong The calculation of posterior distributions by data augmentation J. Amer. Statist. Assoc 82 1987 528 550
    • (1987) J. Amer. Statist. Assoc , vol.82 , pp. 528-550
    • Tanner, M.1    Wong, W.2
  • 27
    • 2242467150 scopus 로고    scopus 로고
    • Mixture distributions (update)
    • S. Kotz C.B. Read D.L. Banks John Wiley New York
    • D.M. Titterington Mixture distributions (update) S. Kotz C.B. Read D.L. Banks Encyclopedia of Statistical Sciences Update vol. 1 1996 John Wiley New York 399 407
    • (1996) Encyclopedia of Statistical Sciences Update , vol.1 , pp. 399-407
    • Titterington, D.M.1
  • 29
    • 0001013280 scopus 로고
    • Bayesian analysis of outliers problems using the Gibbs sampler
    • I. Verdinelli, and L. Wasserman Bayesian analysis of outliers problems using the Gibbs sampler Statist. Comput 1 1992 105 117
    • (1992) Statist. Comput , vol.1 , pp. 105-117
    • Verdinelli, I.1    Wasserman, L.2
  • 30
    • 0003049326 scopus 로고
    • Modeling with mixtures
    • Oxford University Press Oxford
    • M. West Modeling with mixtures Bayesian Statistics vol. 4 1992 Oxford University Press Oxford 503 525
    • (1992) Bayesian Statistics , vol.4 , pp. 503-525
    • West, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.