On the Convergence Rate of Random Permutation Sampler and ECR Algorithm in Missing Data Models
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DOI: 10.1007/s11009-011-9238-7
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References listed on IDEAS
- Matthew Stephens, 2000. "Dealing with label switching in mixture models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 795-809.
- repec:dau:papers:123456789/6069 is not listed on IDEAS
- Sylvia. Richardson & Peter J. Green, 1997. "On Bayesian Analysis of Mixtures with an Unknown Number of Components (with discussion)," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(4), pages 731-792.
- C. P. Robert & T. Rydén & D. M. Titterington, 2000. "Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(1), pages 57-75.
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Cited by:
- Papastamoulis, Panagiotis, 2018. "Overfitting Bayesian mixtures of factor analyzers with an unknown number of components," Computational Statistics & Data Analysis, Elsevier, vol. 124(C), pages 220-234.
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Keywords
MCMC methods; Label switching; Latent variables; ECR algorithm; Random permutation sampler;All these keywords.
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