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On Bayesian analysis of mixtures with an unknown number of components. Discussion. Author's reply

Identifieur interne : 00CF83 ( Main/Exploration ); précédent : 00CF82; suivant : 00CF84

On Bayesian analysis of mixtures with an unknown number of components. Discussion. Author's reply

Auteurs : S. Richardson [France] ; P. J. Green [Royaume-Uni] ; C. P. Robert [France] ; M. Aitkin [Royaume-Uni] ; D. R. Cox [Royaume-Uni] ; M. Stephens [Royaume-Uni] ; A. Polymenis [Royaume-Uni] ; W. R. Gilks [Royaume-Uni] ; A. Nobile [Royaume-Uni] ; M. Hodgson [Royaume-Uni] ; A. O'Hagan [Royaume-Uni] ; N. T. Longford [Royaume-Uni] ; A. P. Dawid [Royaume-Uni] ; A. C. Atkinson [Royaume-Uni] ; J. M. Bernardo [Espagne] ; J. Besag [États-Unis] ; S. P. Brooks [Royaume-Uni] ; S. Byers [États-Unis] ; A. Raftery [États-Unis] ; G. Celeux [France] ; R. C. H. Cheng [Royaume-Uni] ; W. B. Liu [Royaume-Uni] ; Y.-H. Chien [États-Unis] ; E. I. George [États-Unis] ; N. Cressie [États-Unis] ; H.-C. Huang [États-Unis] ; M.-A. Gruet [France] ; C. P. Robert [France] ; S. C. Heath [États-Unis] ; C. Jennison [Royaume-Uni] ; A. B. Lawson [Royaume-Uni] ; A. Clark [Royaume-Uni] ; G. Mclachlan [Australie] ; D. Peel [Australie] ; K. Mengersen [Australie] ; A. George [Australie] ; A. Philippe [France] ; K. Roeder [États-Unis] ; L. Wasserman [États-Unis] ; P. Schlattmann [Allemagne] ; D. Böhning [Allemagne] ; D. M. Titterington [Royaume-Uni] ; H. Tong [Royaume-Uni] ; M. West

Source :

RBID : Pascal:97-0505845

Descripteurs français

English descriptors

Abstract

New methodology for fully Bayesian mixture analysis is developed, making use of reversible jump Markov chain Monte Carlo methods that are capable of jumping between the parameter subspaces corresponding to different numbers of components in the mixture. A sample from the full joint distribution of all unknown variables is thereby generated, and this can be used as a basis for a thorough presentation of many aspects of the posterior distribution. The methodology is applied here to the analysis of univariate normal mixtures, using a hierarchical prior model that offers an approach to dealing with weak prior information while avoiding the mathematical pitfalls of using improper priors in the mixture context.


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<inist:fA14 i1="21">
<s1>University of Queensland</s1>
<s2>Brisbane</s2>
<s3>AUS</s3>
<sZ>33 aut.</sZ>
<sZ>34 aut.</sZ>
</inist:fA14>
<country>Australie</country>
<wicri:noRegion>University of Queensland</wicri:noRegion>
</affiliation>
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<name sortKey="Mengersen, K" sort="Mengersen, K" uniqKey="Mengersen K" first="K." last="Mengersen">K. Mengersen</name>
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<inist:fA14 i1="22">
<s1>Queensland University of Technology</s1>
<s2>Brisbane</s2>
<s3>AUS</s3>
<sZ>35 aut.</sZ>
<sZ>36 aut.</sZ>
</inist:fA14>
<country>Australie</country>
<wicri:noRegion>Queensland University of Technology</wicri:noRegion>
</affiliation>
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<author>
<name sortKey="George, A" sort="George, A" uniqKey="George A" first="A." last="George">A. George</name>
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<inist:fA14 i1="22">
<s1>Queensland University of Technology</s1>
<s2>Brisbane</s2>
<s3>AUS</s3>
<sZ>35 aut.</sZ>
<sZ>36 aut.</sZ>
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<country>Australie</country>
<wicri:noRegion>Queensland University of Technology</wicri:noRegion>
</affiliation>
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<affiliation wicri:level="4">
<inist:fA14 i1="23">
<s1>Université de Rouen</s1>
<s2>Mont-Saint-Aignan</s2>
<s3>FRA</s3>
<sZ>37 aut.</sZ>
</inist:fA14>
<country>France</country>
<wicri:noRegion>Université de Rouen</wicri:noRegion>
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<settlement type="city">Rouen</settlement>
<region type="region" nuts="2">Région Normandie</region>
<region type="old region" nuts="2">Haute-Normandie</region>
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<orgName type="university">Université de Rouen</orgName>
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<affiliation wicri:level="4">
<inist:fA14 i1="24">
<s1>Carnegie Mellon University</s1>
<s2>Pittsburgh</s2>
<s3>USA</s3>
<sZ>38 aut.</sZ>
<sZ>39 aut.</sZ>
</inist:fA14>
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<placeName>
<settlement type="city">Pittsburgh</settlement>
<region type="state">Pennsylvanie</region>
<settlement type="city">Pittsburgh</settlement>
</placeName>
<orgName type="university">Université Carnegie-Mellon</orgName>
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<author>
<name sortKey="Wasserman, L" sort="Wasserman, L" uniqKey="Wasserman L" first="L." last="Wasserman">L. Wasserman</name>
<affiliation wicri:level="4">
<inist:fA14 i1="24">
<s1>Carnegie Mellon University</s1>
<s2>Pittsburgh</s2>
<s3>USA</s3>
<sZ>38 aut.</sZ>
<sZ>39 aut.</sZ>
</inist:fA14>
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<placeName>
<settlement type="city">Pittsburgh</settlement>
<region type="state">Pennsylvanie</region>
<settlement type="city">Pittsburgh</settlement>
</placeName>
<orgName type="university">Université Carnegie-Mellon</orgName>
</affiliation>
</author>
<author>
<name sortKey="Schlattmann, P" sort="Schlattmann, P" uniqKey="Schlattmann P" first="P." last="Schlattmann">P. Schlattmann</name>
<affiliation wicri:level="3">
<inist:fA14 i1="25">
<s1>Free University</s1>
<s2>Berlin</s2>
<s3>DEU</s3>
<sZ>40 aut.</sZ>
<sZ>41 aut.</sZ>
</inist:fA14>
<country>Allemagne</country>
<placeName>
<region type="land" nuts="3">Berlin</region>
<settlement type="city">Berlin</settlement>
</placeName>
</affiliation>
</author>
<author>
<name sortKey="Bohning, D" sort="Bohning, D" uniqKey="Bohning D" first="D." last="Böhning">D. Böhning</name>
<affiliation wicri:level="3">
<inist:fA14 i1="25">
<s1>Free University</s1>
<s2>Berlin</s2>
<s3>DEU</s3>
<sZ>40 aut.</sZ>
<sZ>41 aut.</sZ>
</inist:fA14>
<country>Allemagne</country>
<placeName>
<region type="land" nuts="3">Berlin</region>
<settlement type="city">Berlin</settlement>
</placeName>
</affiliation>
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<author>
<name sortKey="Titterington, D M" sort="Titterington, D M" uniqKey="Titterington D" first="D. M." last="Titterington">D. M. Titterington</name>
<affiliation wicri:level="4">
<inist:fA14 i1="06">
<s1>University of Glasgow</s1>
<s3>GBR</s3>
<sZ>7 aut.</sZ>
<sZ>42 aut.</sZ>
</inist:fA14>
<country>Royaume-Uni</country>
<placeName>
<settlement type="city">Glasgow</settlement>
<region type="country">Écosse</region>
</placeName>
<orgName type="university">Université de Glasgow</orgName>
</affiliation>
</author>
<author>
<name sortKey="Tong, H" sort="Tong, H" uniqKey="Tong H" first="H." last="Tong">H. Tong</name>
<affiliation wicri:level="1">
<inist:fA14 i1="15">
<s1>University of Kent</s1>
<s2>Canterbury</s2>
<s3>GBR</s3>
<sZ>21 aut.</sZ>
<sZ>22 aut.</sZ>
<sZ>43 aut.</sZ>
</inist:fA14>
<country>Royaume-Uni</country>
<wicri:noRegion>University of Kent</wicri:noRegion>
</affiliation>
</author>
<author>
<name sortKey="West, M" sort="West, M" uniqKey="West M" first="M." last="West">M. West</name>
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<title xml:lang="en" level="a">On Bayesian analysis of mixtures with an unknown number of components. Discussion. Author's reply</title>
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<name sortKey="Richardson, S" sort="Richardson, S" uniqKey="Richardson S" first="S." last="Richardson">S. Richardson</name>
<affiliation wicri:level="1">
<inist:fA14 i1="01">
<s1>Institut National de la Santé et de la Recherche Médicale</s1>
<s2>Villejuif</s2>
<s3>FRA</s3>
<sZ>1 aut.</sZ>
</inist:fA14>
<country>France</country>
<wicri:noRegion>Villejuif</wicri:noRegion>
<wicri:noRegion>Institut National de la Santé et de la Recherche Médicale</wicri:noRegion>
<wicri:noRegion>Institut National de la Santé et de la Recherche Médicale</wicri:noRegion>
</affiliation>
</author>
<author>
<name sortKey="Green, P J" sort="Green, P J" uniqKey="Green P" first="P. J." last="Green">P. J. Green</name>
<affiliation wicri:level="1">
<inist:fA14 i1="02">
<s1>University of Bristol</s1>
<s3>GBR</s3>
<sZ>2 aut.</sZ>
<sZ>9 aut.</sZ>
<sZ>10 aut.</sZ>
<sZ>17 aut.</sZ>
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<country>Royaume-Uni</country>
<wicri:noRegion>University of Bristol</wicri:noRegion>
</affiliation>
</author>
<author>
<name sortKey="Robert, C P" sort="Robert, C P" uniqKey="Robert C" first="C. P." last="Robert">C. P. Robert</name>
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<inist:fA14 i1="03">
<s1>Centre de Recherche en Economie et Statistique</s1>
<s2>Malakoff</s2>
<s3>FRA</s3>
<sZ>3 aut.</sZ>
<sZ>28 aut.</sZ>
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<country>France</country>
<wicri:noRegion>Malakoff</wicri:noRegion>
<wicri:noRegion>Centre de Recherche en Economie et Statistique</wicri:noRegion>
<wicri:noRegion>Centre de Recherche en Economie et Statistique</wicri:noRegion>
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<name sortKey="Aitkin, M" sort="Aitkin, M" uniqKey="Aitkin M" first="M." last="Aitkin">M. Aitkin</name>
<affiliation wicri:level="1">
<inist:fA14 i1="04">
<s1>University of Newcastle</s1>
<s3>GBR</s3>
<sZ>4 aut.</sZ>
</inist:fA14>
<country>Royaume-Uni</country>
<wicri:noRegion>University of Newcastle</wicri:noRegion>
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<author>
<name sortKey="Cox, D R" sort="Cox, D R" uniqKey="Cox D" first="D. R." last="Cox">D. R. Cox</name>
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<inist:fA14 i1="05">
<s1>University of Oxford</s1>
<s3>GBR</s3>
<sZ>5 aut.</sZ>
<sZ>6 aut.</sZ>
</inist:fA14>
<country>Royaume-Uni</country>
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<settlement type="city">Oxford</settlement>
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<orgName type="university">Université d'Oxford</orgName>
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<author>
<name sortKey="Stephens, M" sort="Stephens, M" uniqKey="Stephens M" first="M." last="Stephens">M. Stephens</name>
<affiliation wicri:level="4">
<inist:fA14 i1="05">
<s1>University of Oxford</s1>
<s3>GBR</s3>
<sZ>5 aut.</sZ>
<sZ>6 aut.</sZ>
</inist:fA14>
<country>Royaume-Uni</country>
<placeName>
<settlement type="city">Oxford</settlement>
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<orgName type="university">Université d'Oxford</orgName>
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<author>
<name sortKey="Polymenis, A" sort="Polymenis, A" uniqKey="Polymenis A" first="A." last="Polymenis">A. Polymenis</name>
<affiliation wicri:level="4">
<inist:fA14 i1="06">
<s1>University of Glasgow</s1>
<s3>GBR</s3>
<sZ>7 aut.</sZ>
<sZ>42 aut.</sZ>
</inist:fA14>
<country>Royaume-Uni</country>
<placeName>
<settlement type="city">Glasgow</settlement>
<region type="country">Écosse</region>
</placeName>
<orgName type="university">Université de Glasgow</orgName>
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<author>
<name sortKey="Gilks, W R" sort="Gilks, W R" uniqKey="Gilks W" first="W. R." last="Gilks">W. R. Gilks</name>
<affiliation wicri:level="1">
<inist:fA14 i1="07">
<s1>Medical Research Council Biostatistics Unit</s1>
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<s3>GBR</s3>
<sZ>8 aut.</sZ>
</inist:fA14>
<country>Royaume-Uni</country>
<wicri:noRegion>Medical Research Council Biostatistics Unit</wicri:noRegion>
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<author>
<name sortKey="Nobile, A" sort="Nobile, A" uniqKey="Nobile A" first="A." last="Nobile">A. Nobile</name>
<affiliation wicri:level="1">
<inist:fA14 i1="02">
<s1>University of Bristol</s1>
<s3>GBR</s3>
<sZ>2 aut.</sZ>
<sZ>9 aut.</sZ>
<sZ>10 aut.</sZ>
<sZ>17 aut.</sZ>
</inist:fA14>
<country>Royaume-Uni</country>
<wicri:noRegion>University of Bristol</wicri:noRegion>
</affiliation>
</author>
<author>
<name sortKey="Hodgson, M" sort="Hodgson, M" uniqKey="Hodgson M" first="M." last="Hodgson">M. Hodgson</name>
<affiliation wicri:level="1">
<inist:fA14 i1="02">
<s1>University of Bristol</s1>
<s3>GBR</s3>
<sZ>2 aut.</sZ>
<sZ>9 aut.</sZ>
<sZ>10 aut.</sZ>
<sZ>17 aut.</sZ>
</inist:fA14>
<country>Royaume-Uni</country>
<wicri:noRegion>University of Bristol</wicri:noRegion>
</affiliation>
</author>
<author>
<name sortKey="O Hagan, A" sort="O Hagan, A" uniqKey="O Hagan A" first="A." last="O'Hagan">A. O'Hagan</name>
<affiliation wicri:level="4">
<inist:fA14 i1="08">
<s1>University of Nottingham</s1>
<s3>GBR</s3>
<sZ>11 aut.</sZ>
</inist:fA14>
<country>Royaume-Uni</country>
<placeName>
<settlement type="city">Nottingham</settlement>
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<region type="région" nuts="1">Nottinghamshire</region>
</placeName>
<orgName type="university">Université de Nottingham</orgName>
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<author>
<name sortKey="Longford, N T" sort="Longford, N T" uniqKey="Longford N" first="N. T." last="Longford">N. T. Longford</name>
<affiliation wicri:level="1">
<inist:fA14 i1="09">
<s1>De Montfort University</s1>
<s2>Leicester</s2>
<s3>GBR</s3>
<sZ>12 aut.</sZ>
</inist:fA14>
<country>Royaume-Uni</country>
<wicri:noRegion>De Montfort University</wicri:noRegion>
</affiliation>
</author>
<author>
<name sortKey="Dawid, A P" sort="Dawid, A P" uniqKey="Dawid A" first="A. P." last="Dawid">A. P. Dawid</name>
<affiliation wicri:level="4">
<inist:fA14 i1="10">
<s1>University College London</s1>
<s3>GBR</s3>
<sZ>13 aut.</sZ>
</inist:fA14>
<country>Royaume-Uni</country>
<placeName>
<settlement type="city">Londres</settlement>
<region type="country">Angleterre</region>
<region type="région" nuts="1">Grand Londres</region>
</placeName>
<orgName type="university">University College de Londres</orgName>
</affiliation>
</author>
<author>
<name sortKey="Atkinson, A C" sort="Atkinson, A C" uniqKey="Atkinson A" first="A. C." last="Atkinson">A. C. Atkinson</name>
<affiliation wicri:level="1">
<inist:fA14 i1="11">
<s1>London School of Economics and Political Science</s1>
<s3>GBR</s3>
<sZ>14 aut.</sZ>
</inist:fA14>
<country>Royaume-Uni</country>
<wicri:noRegion>London School of Economics and Political Science</wicri:noRegion>
</affiliation>
</author>
<author>
<name sortKey="Bernardo, J M" sort="Bernardo, J M" uniqKey="Bernardo J" first="J. M." last="Bernardo">J. M. Bernardo</name>
<affiliation wicri:level="1">
<inist:fA14 i1="12">
<s1>Universitat de València</s1>
<s3>ESP</s3>
<sZ>15 aut.</sZ>
</inist:fA14>
<country>Espagne</country>
<wicri:noRegion>Universitat de València</wicri:noRegion>
</affiliation>
</author>
<author>
<name sortKey="Besag, J" sort="Besag, J" uniqKey="Besag J" first="J." last="Besag">J. Besag</name>
<affiliation wicri:level="4">
<inist:fA14 i1="13">
<s1>University of Washington</s1>
<s2>Seattle</s2>
<s3>USA</s3>
<sZ>16 aut.</sZ>
<sZ>18 aut.</sZ>
<sZ>19 aut.</sZ>
<sZ>29 aut.</sZ>
</inist:fA14>
<country>États-Unis</country>
<placeName>
<settlement type="city">Seattle</settlement>
<region type="state">Washington (État)</region>
</placeName>
<orgName type="university">Université de Washington</orgName>
</affiliation>
</author>
<author>
<name sortKey="Brooks, S P" sort="Brooks, S P" uniqKey="Brooks S" first="S. P." last="Brooks">S. P. Brooks</name>
<affiliation wicri:level="1">
<inist:fA14 i1="02">
<s1>University of Bristol</s1>
<s3>GBR</s3>
<sZ>2 aut.</sZ>
<sZ>9 aut.</sZ>
<sZ>10 aut.</sZ>
<sZ>17 aut.</sZ>
</inist:fA14>
<country>Royaume-Uni</country>
<wicri:noRegion>University of Bristol</wicri:noRegion>
</affiliation>
</author>
<author>
<name sortKey="Byers, S" sort="Byers, S" uniqKey="Byers S" first="S." last="Byers">S. Byers</name>
<affiliation wicri:level="4">
<inist:fA14 i1="13">
<s1>University of Washington</s1>
<s2>Seattle</s2>
<s3>USA</s3>
<sZ>16 aut.</sZ>
<sZ>18 aut.</sZ>
<sZ>19 aut.</sZ>
<sZ>29 aut.</sZ>
</inist:fA14>
<country>États-Unis</country>
<placeName>
<settlement type="city">Seattle</settlement>
<region type="state">Washington (État)</region>
</placeName>
<orgName type="university">Université de Washington</orgName>
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<author>
<name sortKey="Raftery, A" sort="Raftery, A" uniqKey="Raftery A" first="A." last="Raftery">A. Raftery</name>
<affiliation wicri:level="4">
<inist:fA14 i1="13">
<s1>University of Washington</s1>
<s2>Seattle</s2>
<s3>USA</s3>
<sZ>16 aut.</sZ>
<sZ>18 aut.</sZ>
<sZ>19 aut.</sZ>
<sZ>29 aut.</sZ>
</inist:fA14>
<country>États-Unis</country>
<placeName>
<settlement type="city">Seattle</settlement>
<region type="state">Washington (État)</region>
</placeName>
<orgName type="university">Université de Washington</orgName>
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</author>
<author>
<name sortKey="Celeux, G" sort="Celeux, G" uniqKey="Celeux G" first="G." last="Celeux">G. Celeux</name>
<affiliation wicri:level="1">
<inist:fA14 i1="14">
<s1>Institut Nationale de Recherche en Informatique et Automatique</s1>
<s2>Rhônes-Alpes</s2>
<s3>FRA</s3>
<sZ>20 aut.</sZ>
</inist:fA14>
<country>France</country>
<wicri:noRegion>Rhônes-Alpes</wicri:noRegion>
<wicri:noRegion>Institut Nationale de Recherche en Informatique et Automatique</wicri:noRegion>
<wicri:noRegion>Institut Nationale de Recherche en Informatique et Automatique</wicri:noRegion>
</affiliation>
</author>
<author>
<name sortKey="Cheng, R C H" sort="Cheng, R C H" uniqKey="Cheng R" first="R. C. H." last="Cheng">R. C. H. Cheng</name>
<affiliation wicri:level="1">
<inist:fA14 i1="15">
<s1>University of Kent</s1>
<s2>Canterbury</s2>
<s3>GBR</s3>
<sZ>21 aut.</sZ>
<sZ>22 aut.</sZ>
<sZ>43 aut.</sZ>
</inist:fA14>
<country>Royaume-Uni</country>
<wicri:noRegion>University of Kent</wicri:noRegion>
</affiliation>
</author>
<author>
<name sortKey="Liu, W B" sort="Liu, W B" uniqKey="Liu W" first="W. B." last="Liu">W. B. Liu</name>
<affiliation wicri:level="1">
<inist:fA14 i1="15">
<s1>University of Kent</s1>
<s2>Canterbury</s2>
<s3>GBR</s3>
<sZ>21 aut.</sZ>
<sZ>22 aut.</sZ>
<sZ>43 aut.</sZ>
</inist:fA14>
<country>Royaume-Uni</country>
<wicri:noRegion>University of Kent</wicri:noRegion>
</affiliation>
</author>
<author>
<name sortKey="Chien, Y H" sort="Chien, Y H" uniqKey="Chien Y" first="Y.-H." last="Chien">Y.-H. Chien</name>
<affiliation wicri:level="1">
<inist:fA14 i1="16">
<s1>University of Texas</s1>
<s2>Austin</s2>
<s3>USA</s3>
<sZ>23 aut.</sZ>
<sZ>24 aut.</sZ>
</inist:fA14>
<country>États-Unis</country>
<wicri:noRegion>University of Texas</wicri:noRegion>
</affiliation>
</author>
<author>
<name sortKey="George, E I" sort="George, E I" uniqKey="George E" first="E. I." last="George">E. I. George</name>
<affiliation wicri:level="1">
<inist:fA14 i1="16">
<s1>University of Texas</s1>
<s2>Austin</s2>
<s3>USA</s3>
<sZ>23 aut.</sZ>
<sZ>24 aut.</sZ>
</inist:fA14>
<country>États-Unis</country>
<wicri:noRegion>University of Texas</wicri:noRegion>
</affiliation>
</author>
<author>
<name sortKey="Cressie, N" sort="Cressie, N" uniqKey="Cressie N" first="N." last="Cressie">N. Cressie</name>
<affiliation wicri:level="4">
<inist:fA14 i1="17">
<s1>Iowa State University</s1>
<s2>Ames</s2>
<s3>USA</s3>
<sZ>25 aut.</sZ>
<sZ>26 aut.</sZ>
</inist:fA14>
<country>États-Unis</country>
<placeName>
<settlement type="city">Ames (Iowa)</settlement>
<region type="state">Iowa</region>
</placeName>
<orgName type="university">Université d'État de l'Iowa</orgName>
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<orgName type="university">Université de Glasgow</orgName>
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<name sortKey="Tong, H" sort="Tong, H" uniqKey="Tong H" first="H." last="Tong">H. Tong</name>
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<s1>University of Kent</s1>
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<country>Royaume-Uni</country>
<wicri:noRegion>University of Kent</wicri:noRegion>
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<author>
<name sortKey="West, M" sort="West, M" uniqKey="West M" first="M." last="West">M. West</name>
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<series>
<title level="j" type="main">Journal of the Royal Statistical Society. Series B. Methodological</title>
<title level="j" type="abbreviated">J. R. Stat. Soc., Ser. B, Methodol.</title>
<idno type="ISSN">0035-9246</idno>
<imprint>
<date when="1997">1997</date>
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<title level="j" type="main">Journal of the Royal Statistical Society. Series B. Methodological</title>
<title level="j" type="abbreviated">J. R. Stat. Soc., Ser. B, Methodol.</title>
<idno type="ISSN">0035-9246</idno>
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<keywords scheme="KwdEn" xml:lang="en">
<term>Bayes analysis</term>
<term>Birth death process</term>
<term>Classification</term>
<term>Component number</term>
<term>Hierarchical model</term>
<term>Joint distribution</term>
<term>Labelling</term>
<term>Markov chain</term>
<term>Mixture</term>
<term>Monte Carlo method</term>
<term>Parameter space</term>
<term>Posterior distribution</term>
<term>Sensitivity analysis</term>
</keywords>
<keywords scheme="Pascal" xml:lang="fr">
<term>Mélange</term>
<term>Chaîne Markov</term>
<term>Méthode Monte Carlo</term>
<term>Loi conjointe</term>
<term>Loi a posteriori</term>
<term>Processus naissance mort</term>
<term>Classification</term>
<term>Analyse sensibilité</term>
<term>Etiquetage</term>
<term>Modèle a priori</term>
<term>Mélange normal</term>
<term>Loi prédictive</term>
<term>Saut réversible</term>
<term>Performance statistique</term>
<term>Classification Bayes</term>
<term>Analyse Bayes</term>
<term>Nombre composante</term>
<term>Espace paramètre</term>
<term>Modèle hiérarchique</term>
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<keywords scheme="Wicri" type="topic" xml:lang="fr">
<term>Classification</term>
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<front>
<div type="abstract" xml:lang="en">New methodology for fully Bayesian mixture analysis is developed, making use of reversible jump Markov chain Monte Carlo methods that are capable of jumping between the parameter subspaces corresponding to different numbers of components in the mixture. A sample from the full joint distribution of all unknown variables is thereby generated, and this can be used as a basis for a thorough presentation of many aspects of the posterior distribution. The methodology is applied here to the analysis of univariate normal mixtures, using a hierarchical prior model that offers an approach to dealing with weak prior information while avoiding the mathematical pitfalls of using improper priors in the mixture context.</div>
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<name sortKey="Byers, S" sort="Byers, S" uniqKey="Byers S" first="S." last="Byers">S. Byers</name>
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<name sortKey="Cressie, N" sort="Cressie, N" uniqKey="Cressie N" first="N." last="Cressie">N. Cressie</name>
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