mixture estimation

Number of components in a mixture

August 5, 2011 | xi'an

I got a paper (unavailable online) to referee about testing for the order (i.e. the number of components) of a normal mixture. Although this is an easily spelled problem, namely estimate k in I came to the conclusion that it is a kind of ill-posed problem. Without a clear ... [Read more...]

Monte Carlo Statistical Methods third edition

September 23, 2010 | xi'an

Last week, George Casella and I worked around the clock on starting the third edition of Monte Carlo Statistical Methods by detailing the changes to make and designing the new table of contents. The new edition will not see a revolution in the presentation of the material but rather a ...
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IMIS & AMIS

July 29, 2010 | xi'an

A most interesting paper by Adrian Raftery and Le Bao appeared in the Early View section of Biometrics.  It aims at better predictions for HIV prevalence—in the original UNAIDS implementation, a naïve SIR procedure was used, based on the prior as importance function, which sometimes resulted in terrible ...
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plagiarism exposed!

June 14, 2010 | xi'an

Last morn, I had the surprise of receiving the following email: This is to inform you that the following abstract has been submitted to the 3rd International Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM’10) Ab#: 114 Title: Goodness of Fit Via Mixtures of Beta distributions Keywords: nonparametric estimation, posterior ... [Read more...]

Typo in Bayesian Core [again]

May 15, 2010 | xi'an

Reza Seirafi from Virginia Tech sent me the following email about Bayesian Core, which alas is pointing out a real typo in the reversible jump acceptance probability for the mixture model: With respect to the expression provided on page 178 for the acceptance probability of the split move, I was wondering ...
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