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dc.contributor.authorRousseau, Judith
dc.contributor.authorMengersen, Kerrie
dc.date.accessioned2014-03-24T09:13:01Z
dc.date.available2014-03-24T09:13:01Z
dc.date.issued2011
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/12946
dc.language.isoenen
dc.subjectAsymptoticen
dc.subjectBayesianen
dc.subjectmixture modelsen
dc.subjectoverfittingen
dc.subjectposterior concentrationen
dc.subject.ddc519en
dc.titleAsymptotic behaviour of the posterior distribution in overfitted mixture modelsen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe study the asymptotic behaviour of the posterior distribution in a mixture model when the number of components in the mixture is larger than the true number of components: a situation which is commonly referred to as an overfitted mixture. We prove in particular that quite generally the posterior distribution has a stable and interesting behaviour, since it tends to empty the extra components. This stability is achieved under some restriction on the prior, which can be used as a guideline for choosing the prior. Some simulations are presented to illustrate this behaviour.en
dc.relation.isversionofjnlnameJournal of the Royal Statistical Society. Series B, Statistical Methodology
dc.relation.isversionofjnlvol73en
dc.relation.isversionofjnlissue5en
dc.relation.isversionofjnldate2011
dc.relation.isversionofjnlpages689-710en
dc.relation.isversionofdoihttp://dx.doi.org/10.1111/j.1467-9868.2011.00781.xen
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00641475en
dc.relation.isversionofjnlpublisherWileyen
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen


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