Lee, Jeong Eun; Robert, Christian - Centre de Recherche en Économie et Statistique … - 2013
The marginal likelihood is a central tool for drawing Bayesian inference about the number of components in mixture models. It is often approximated since the exact form is unavailable. A bias in the approximation may be due to an incomplete exploration by a simulated Markov chain (e.g., a Gibbs...