This paper considers likelihood-based testing of the null hypothesis of m0 components against the alternative of m0+1 components in a finite mixture model. The number of components is an important parameter in the applications of finite mixture models. Still, testing the number of components has...

Рассмотрена задача оптимального управления системой, динамика которой описывается дифференциальным уравнением с мерой при ограничении на полную вариацию...

This paper proposes a scheme that speeds up the convergence of Markov Chain Monte Carlo (MCMC) algorithms in the context of limited-dependent variable models. The algorithm reduces autocorrelations more than the recently proposed Parameter Expansion Data Augumentation (PX-DA) algorithm. In...