Model Selection for Mixture Models - Perspectives and Strategies

24 Dec 2018 Celeux Gilles INRIA Fruewirth-Schnatter Sylvia WU Robert Christian P. PSL

Determining the number G of components in a finite mixture distribution is an important and difficult inference issue. This is a most important question, because statistical inference about the resulting model is highly sensitive to the value of G. Selecting an erroneous value of G may produce a poor density estimate... (read more)

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  • METHODOLOGY
  • COMPUTATION