Mixture of Distributions in the Biparametric Exponential Family: A Bayesian Approach

被引：4

作者：

Liliana Garrido, L. ^{[1
]}

Cepeda, Edilberto ^{[1
]}

机构：

[1] Univ Nacl Colombia, Dept Estadist, Bogota, Colombia

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2012年 / 41卷 / 03期

关键词：

Bayesian methods; Biparametric exponential family; MCMC simulation; Mixture models; GAMMA-DISTRIBUTIONS; NUMBER; COMPONENTS; MODELS;

D O I：

10.1080/03610918.2011.592245

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article we propose mixture of distributions belonging to the biparametric exponential family, considering joint modeling of the mean and variance (or dispersion) parameters. As special cases we consider mixtures of normal and gamma distributions. A novel Bayesian methodology, using Markov Chain Monte Carlo (MCMC) methods, is proposed to obtain the posterior summaries of interest. We include simulations and real data examples to illustrate de performance of the proposal.

引用

页码：355 / 375

页数：21

共 50 条

[1] Variational Bayesian Mixture Model on a Subspace of Exponential Family Distributions
Watanabe, Kazuho
Akaho, Shotaro
Omachi, Shinichiro
Okada, Masato
IEEE TRANSACTIONS ON NEURAL NETWORKS, 2009, 20 (11): : 1783 - 1796
[2] The Bayesian central limit theorem for exponential family distributions: a geometric approach
Goehle, Geoff
INFORMATION GEOMETRY, 2024, 7 (02) : 471 - 488
[3] BAYESIAN-ANALYSIS OF THE MIXTURE OF EXPONENTIAL FAILURE DISTRIBUTIONS
SINGH, NK
BHATTACHARYA, SK
MICROELECTRONICS AND RELIABILITY, 1993, 33 (08): : 1113 - 1117
[4] Sequential Estimation and Diffusion of Information Over Networks: A Bayesian Approach With Exponential Family of Distributions
Dedecius, Kamil
Djuric, Petar M.
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2017, 65 (07) : 1795 - 1809
[5] MIXTURE OF EXPONENTIAL POPULATIONS AND PREDICTION BY BAYESIAN-APPROACH
LINGAPPAIAH, GS
REVUE ROUMAINE DE MATHEMATIQUES PURES ET APPLIQUEES, 1981, 26 (05): : 753 - 760
[6] Bayesian analysis of finite mixture models of distributions from exponential families
M. J. Rufo
J. Martín
C. J. Pérez
Computational Statistics, 2006, 21 : 621 - 637
[7] Nearly unbiased estimation in a biparametric exponential family
Vasconcellos, Klaus L. P.
Dourado, Gilson B.
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2008, 78 (05) : 387 - 404
[8] Bayesian analysis of finite mixture models of distributions from exponential families
Rufo, M. J.
Martin, J.
Perez, C. J.
COMPUTATIONAL STATISTICS, 2006, 21 (3-4) : 621 - 637
[9] Spatial mixture models based on exponential family conditional distributions
Kaiser, MS
Cressie, N
Lee, J
STATISTICA SINICA, 2002, 12 (02) : 449 - 474
[10] Skew mixture models for loss distributions: A Bayesian approach
Bernardi, Mauro
Maruotti, Antonello
Petrella, Lea
INSURANCE MATHEMATICS & ECONOMICS, 2012, 51 (03): : 617 - 623

← 1 2 3 4 5 →