Perfect Simulation for Mixtures with Known and Unknown Number of components

Details Perfect Simulation for Mixtures with Known and Unknown Number of components Perfect Simulation for Mixtures with Known and Unknown Number of components

2011-02-21

arxiv.org/abs/1102.4152v2

Statistics

Computation

This updated version is accepted for publication in Bayesian Analysis

Scientific paper

We propose and develop a novel and effective perfect sampling methodology for simulating from posteriors corresponding to mixtures with either known (fixed) or unknown number of components. For the latter we consider the Dirichlet process-based mixture model developed by these authors, and show that our ideas are applicable to conjugate, and importantly, to non-conjugate cases. As to be expected, and, as we show, perfect sampling for mixtures with known number of components can be achieved with much less effort with a simplified version of our general methodology, whether or not conjugate or non-conjugate priors are used. While no special assumption is necessary in the conjugate set-up for our theory to work, we require the assumption of bounded parameter space in the non-conjugate set-up. However, we argue, with appropriate analytical, simulation, and real data studies as support, that such boundedness assumption is not unrealistic and is not an impediment in practice. Not only do we validate our ideas theoretically and with simulation studies, but we also consider application of our proposal to three real data sets used by several authors in the past in connection with mixture models. The results we achieved in each of our experiments with either simulation study or real data application, are quite encouraging.

Affiliated with

Also associated with

No associations

Rating

Perfect Simulation for Mixtures with Known and Unknown Number of components does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Perfect Simulation for Mixtures with Known and Unknown Number of components, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Perfect Simulation for Mixtures with Known and Unknown Number of components will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-520267