A simple procedure based on relabelling to deal with label switching when exploring complex posterior distributions by MCMC algorithms is proposed. Although it cannot be generalized to any situation, it may be handy in many applications because of its simplicity and low computational burden. A possible area where it proves to be useful is when deriving a sample for the posterior distribution arising from finite mixture models when no simple or rational ordering between the components is available.

Relabelling in Bayesian mixture models by pivotal units

Egidi, Leonardo;PAPPADA', ROBERTA;PAULI, FRANCESCO;TORELLI, Nicola
2016-01-01

Abstract

A simple procedure based on relabelling to deal with label switching when exploring complex posterior distributions by MCMC algorithms is proposed. Although it cannot be generalized to any situation, it may be handy in many applications because of its simplicity and low computational burden. A possible area where it proves to be useful is when deriving a sample for the posterior distribution arising from finite mixture models when no simple or rational ordering between the components is available.
2016
9788861970618
File in questo prodotto:
File Dimensione Formato  
Relabelling in Bayesian mixture models by pivotal units_preprint.pdf

accesso aperto

Tipologia: Documento in Pre-print
Licenza: Digital Rights Management non definito
Dimensione 2.81 MB
Formato Adobe PDF
2.81 MB Adobe PDF Visualizza/Apri
Pappada_Relabelling in Bayesian mixture models by pivotal units.pdf

Accesso chiuso

Tipologia: Documento in Versione Editoriale
Licenza: Digital Rights Management non definito
Dimensione 148.31 kB
Formato Adobe PDF
148.31 kB Adobe PDF   Visualizza/Apri   Richiedi una copia
Pubblicazioni consigliate

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11368/2880881
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact