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Exact Bayesian Analysis of Mixtures

Mengersen, Kerrie; Robert, Christian P. (2011), Exact Bayesian Analysis of Mixtures, in Mengersen, Kerrie; Robert, Christian P.; Titterington, Michael, Mixtures: Estimation and Applications, Wiley : Chichester (UK), p. 241-254. http://dx.doi.org/10.1002/9781119995678.ch11

Type
Chapitre d'ouvrage
External document link
http://fr.arXiv.org/abs/1010.6113
Date
2011
Book title
Mixtures: Estimation and Applications
Book author
Mengersen, Kerrie; Robert, Christian P.; Titterington, Michael
Publisher
Wiley
Published in
Chichester (UK)
ISBN
9781119993896
Pages
241-254
Publication identifier
http://dx.doi.org/10.1002/9781119995678.ch11
Metadata
Show full item record
Author(s)
Mengersen, Kerrie
Robert, Christian P.
Abstract (EN)
In this paper, we show how a complete and exact Bayesian analysis of a parametric mixture model is possible in some cases when components of the mixture are taken from exponential families and when conjugate priors are used. This restricted set-up allows us to show the relevance of the Bayesian approach as well as to exhibit the limitations of a complete analysis, namely that it is impossible to conduct this analysis when the sample size is too large, when the data are not from an exponential family, or when priors that are more complex than conjugate priors are used.
Subjects / Keywords
Mixtures; Bayesian Analysis
JEL
C11 - Bayesian Analysis: General

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