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Jeffreys Priors for Mixture Models

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2891.pdf (182.4Kb)
Date
2014
Alternative titles
Distribuzioni a priori di Jeffreys per i modelli mistura
Link to item file
http://www.sis2014.it/proceedings/allpapers/2891.pdf
Dewey
Probabilités et mathématiques appliquées
Sujet
Objective Bayes; Mixture models; Jeffreys prior
JEL code
C11
Conference name
SIS 2014
Conference date
06-2014
Conference city
Cagliari
Conference country
Italie
URI
https://basepub.dauphine.fr/handle/123456789/13436
Collections
  • CEREMADE : Publications
Metadata
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Author
Robert, Christian P.
Grazian, Clara
Type
Communication / Conférence
Item number of pages
6
Abstract (EN)
Mixture models may be a useful and flexible tool to describe data with a complicated structure, for instance characterized by multimodality or asymmetry. In a Bayesian setting, it is a well established fact that one need to be careful in using improper prior distributions, since the posterior distribution may not be proper. This feature leads to problems in carry out an objective Bayesian approach. In this work an analysis of Jeffreys priors in the setting of finite mixture models will be presented.
Abstract (other language)
I modelli mistura sono uno strumento utile e flessibile per descrivere dati dalla struttura complicata, ad esempio multimodale o asimmetrica. In am- bito Bayesiano, ` e un fatto noto in letteratura che sia necessario essere attenti con l’utilizzo di distribuzioni a priori improprie, dal momento che la distribuzione a pos- teriori potrebbe non essere propria. Purtroppo, questa caratteristica rende difficile un approccio Bayesiano oggettivo. In questo lavoro, verr ` a presentata un’analisi dei risultati ottenuti utilizzando distribuzioni a priori (non informative) di Jeffreys.

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