A note on the prior parameter choice in finite mixture models of distributions from exponential families

DOI10.1007/s00180-010-0188-2zbMath1226.62024OpenAlexW2055407638MaRDI QIDQ650704

María Jesús Rufo, Carlos J. Pérez, Jacinto Martín

Publication date: 26 November 2011

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-010-0188-2

zbMATH Keywords

interval analysisKullback-Leibler divergenceconjugate prior distributionsnatural exponential families with quadratic variance function

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Exact distribution theory in statistics (62E15) Applications of mathematical programming (90C90)

Uses Software

• INTLAB

Cites Work

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• Natural exponential families with quadratic variance functions: Statistical theory
• Natural exponential families with quadratic variance functions
• Exponential and Bayesian conjugate families: Review and extensions. (With discussion)
• Bayesian analysis of finite mixture models of distributions from exponential families
• INTLAB implementation of an interval global optimization algorithm
• Conjugate Priors for Exponential Families Having Quadratic Variance Functions
• Parameterizations for Natural Exponential Families with Quadratic Variance Functions