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Bayesian semiparametric modeling and inference with mixtures of symmetric distributions

机译:贝叶斯半参数建模和对称分布混合的推断

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We propose a semiparametric modeling approach for mixtures of symmetric distributions. The mixture model is built from a common symmetric density with different components arising through different location parameters. This structure ensures identifiability for mixture components, which is a key feature of the model as it allows applications to settings where primary interest is inference for the subpopulations comprising the mixture. We focus on the two-component mixture setting and develop a Bayesian model using parametric priors for the location parameters and for the mixture proportion, and a nonparametric prior probability model, based on Dirichlet process mixtures, for the random symmetric density. We present an approach to inference using Markov chain Monte Carlo posterior simulation. The performance of the model is studied with a simulation experiment and through analysis of a rainfall precipitation data set as well as with data on eruptions of the Old Faithful geyser.
机译:我们提出了一种对称分布混合的半参数建模方法。混合模型是根据具有不同位置参数产生的不同成分的公共对称密度构建的。这种结构确保了混合物成分的可识别性,这是模型的关键特征,因为它允许将应用程序应用到对包含混合物的亚群进行主要关注推断的设置中。我们专注于两组分混合物的设置,并使用参数先验的位置参数和混合物比例开发贝叶斯模型,以及基于Dirichlet过程混合物的随机对称密度的非参数先验概率模型。我们提出了一种使用马尔可夫链蒙特卡洛后验模拟进行推理的方法。该模型的性能通过模拟实验以及降雨降水数据集以及旧忠实间歇泉喷发数据的分析进行研究。

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