2018/12/18 by Celeux, Gilles, Kamary, Kaniav, Malsiner-Walli, Gertraud +2 · 1 citation
#Computation (stat.CO) #FOS: Computer and information sciences
paper · doi:10.48550/arxiv.1812.07240
This chapter surveys the most standard Monte Carlo methods available for simulating from a posterior distribution associated with a mixture and conducts some experiments about the robustness of the Gibbs sampler in high dimensional Gaussian settings. This is a chapter prepared for the forthcoming 'Handbook of Mixture Analysis'.