On the use of Markov chain Monte Carlo methods for the sampling of mixture models: a statistical perspective

DOI10.1007/s11222-014-9526-5zbMath1331.62072arXiv1404.0880OpenAlexW1967558294MaRDI QIDQ5963549

Florian Maire, Jimmy Olsson, Randal Douc

Publication date: 22 February 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.0880

zbMATH Keywords

asymptotic variancePeskun orderingmixture modelsCarlin \& Chib's pseudo-prior methodinhomogeneous Markov chainsmetropolisation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sampling theory, sample surveys (62D05) Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)

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Uses Software

• MNIST

Cites Work

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