Exact Bayesian Analysis of Mixtures

Details Exact Bayesian Analysis of Mixtures Exact Bayesian Analysis of Mixtures

2010-10-29

arxiv.org/abs/1010.6113v1

Statistics

Computation

2 figures, 3 tables, 2 R codes. Chapter to appear in Mixtures: Estimation and Applications

Scientific paper

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.

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