arxiv: 1511.03145 · v2 · pith:7IVWPNSInew · submitted 2015-11-10 · 📊 stat.ME · stat.CO

Jeffreys priors for mixture estimation

Clara Grazian , Christian Robert This is my paper

classification 📊 stat.ME stat.CO

keywords priorsjeffreysmixturetheydistributionsimpropermixturesoften

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While Jeffreys priors usually are well-defined for the parameters of mixtures of distributions, they are not available in closed form. Furthermore, they often are improper priors. Hence, they have never been used to draw inference on the mixture parameters. We study in this paper the implementation and the properties of Jeffreys priors in several mixture settings, show that the associated posterior distributions most often are improper, and then propose a noninformative alternative for the analysis of mixtures.

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Jeffreys priors for mixture estimation

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