We introduce a prior distribution for the number of components of a mixture model. The prior considers the worth of each possible mixture, measured by a loss function with two components: one measures the loss in information in choosing the wrong mixture and one the loss due to complexity.
On a loss-based prior for the number of components in mixture models / Liseo, Brunero; Villa, Cristiano; Grazian, Clara. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - 158(2020).
On a loss-based prior for the number of components in mixture models
Liseo Brunero;
2020
Abstract
We introduce a prior distribution for the number of components of a mixture model. The prior considers the worth of each possible mixture, measured by a loss function with two components: one measures the loss in information in choosing the wrong mixture and one the loss due to complexity.File allegati a questo prodotto
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