Exact Bayesian Analysis of Mixtures

Mengersen, Kerrie; Robert, Christian P.

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

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