Grazian, Clara, Villa, Cristiano, Liseo, Brunero (2020) On a loss-based prior for the number of components in mixture models. Statistics and Probability Letters, 158 . Article Number 108656. ISSN 0167-7152. (doi:10.1016/j.spl.2019.108656) (KAR id:77890)
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| Official URL: https://doi.org/10.1016/j.spl.2019.108656 |
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Abstract
We introduce a prior distribution for the number of components of a mixture model. The prior considers the worth of each possible mixture, measured by a loss function with two components: one measures the loss in information in choosing the wrong mixture and one the loss due to complexity.
| Item Type: | Article |
|---|---|
| DOI/Identification number: | 10.1016/j.spl.2019.108656 |
| Uncontrolled keywords: | Mixture models, Bayesian inference, Default priors, Loss-based priors, Clustering |
| Subjects: | Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics |
| Divisions: | Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science |
| Depositing User: | Cristiano Villa |
| Date Deposited: | 26 Oct 2019 13:24 UTC |
| Last Modified: | 09 Dec 2022 04:35 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/77890 (The current URI for this page, for reference purposes) |
| Villa, Cristiano: |  https://orcid.org/0000-0002-2670-2954 |
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