4.6 Article

Asymptotic behaviour of the posterior distribution in overfitted mixture models

Publisher

WILEY-BLACKWELL
DOI: 10.1111/j.1467-9868.2011.00781.x

Keywords

Asymptotic behaviour; Bayesian methods; Mixture models; Overfitting; Posterior concentration

Ask authors/readers for more resources

We study the asymptotic behaviour of the posterior distribution in a mixture model when the number of components in the mixture is larger than the true number of components: a situation which is commonly referred to as an overfitted mixture. We prove in particular that quite generally the posterior distribution has a stable and interesting behaviour, since it tends to empty the extra components. This stability is achieved under some restriction on the prior, which can be used as a guideline for choosing the prior. Some simulations are presented to illustrate this behaviour.

Authors

I am an author on this paper
Click your name to claim this paper and add it to your profile.

Reviews

Primary Rating

4.6
Not enough ratings

Secondary Ratings

Novelty
-
Significance
-
Scientific rigor
-
Rate this paper

Recommended

No Data Available
No Data Available