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On a loss-based prior for the number of components in mixture models

Lookup NU author(s): Dr Cristiano VillaORCiD

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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.

Publication metadata

Author(s): Grazian C, Villa C, Liseo B

Publication type: Article

Publication status: Published

Journal: Statistics and Probability Letters

Year: 2019

Volume: 158

Online publication date: 23/10/2019

Acceptance date: 08/10/2019

ISSN (print): 0167-7152

Publisher: Elsevier

URL: https://doi.org/10.1016/j.spl.2019.108656

DOI: 10.1016/j.spl.2019.108656

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