Computing Normalizing Constants for Finite Mixture Models via Incremental Mixture Importance Sampling (IMIS)
نویسندگان
چکیده
منابع مشابه
Computing Normalizing Constants for Finite Mixture Models via Incremental Mixture Importance Sampling (IMIS)
This article proposes a method for approximating integrated likelihoods in finite mixture models. We formulate the model in terms of the unobserved group memberships, z, and make them the variables of integration. The integral is then evaluated using importance sampling over the z. We propose an adaptive importance sampling function which is itself a mixture, with two types of component distrib...
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We propose a method for approximating integrated likelihoods in finite mixture models. We formulate the model in terms of the unobserved group memberships, z, and make them the variables of integration. The integral is then evaluated using importance sampling over the z. We propose an adaptive importance sampling function which is itself a mixture, with two types of component distributions, one...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2006
ISSN: 1061-8600,1537-2715
DOI: 10.1198/106186006x132358