Jeffreys priors for mixture estimation: properties and alternatives
Grazian, Clara; Robert, Christian P. (2018), Jeffreys priors for mixture estimation: properties and alternatives, Computational Statistics & Data Analysis, 121, p. 149-163. 10.1016/j.csda.2017.12.005
Type
Article accepté pour publication ou publiéExternal document link
https://arxiv.org/abs/1511.03145Date
2018Journal name
Computational Statistics & Data AnalysisVolume
121Pages
149-163
Publication identifier
Metadata
Show full item recordAbstract (EN)
While Jeffreys priors usually are well-defined for the parameters of mixtures of distributions, they are not available in closed form. Furthermore, they often are improper priors. Hence, they have never been used to draw inference on the mixture parameters. We study in this paper the implementation and the properties of Jeffreys priors in several mixture settings, show that the associated posterior distributions most often are improper, and then propose a non-informative alternative for the analysis of mixtures.Subjects / Keywords
Noninformative prior; mixture of distributions; Bayesian analysis; Dirichlet prior; improper prior; improper posterior; labelswitchingRelated items
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