MCMC Control Spreadsheets for Exponential Mixture Estimation
- 1 June 1999
- journal article
- research article
- Published by Taylor & Francis in Journal of Computational and Graphical Statistics
- Vol. 8 (2) , 298-317
- https://doi.org/10.1080/10618600.1999.10474815
Abstract
This article presents Bayesian inference for exponential mixtures, including the choice of a noninformative prior based on a location-scale reparameterization of the mixture. Adapted control sheets are proposed for studying the convergence of the associated Gibbs sampler. They exhibit a strong lack of stability in the allocations of the observations to the different components of the mixture. The setup is extended to the case when the number of components in the mixture is unknown and a reversible jump MCMC technique is implemented. The results are illustrated on simulations and a real dataset.Keywords
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