Convergence rate for predictive recursion estimation of finite mixtures

اسناد مشابه

• Convergence Rates of Parameter Estimation for Some Weakly Identifiable Finite Mixtures by Nhat Ho

  سند علمی۲۰۱۵XUANLONG NGUYEN, X. NGUYEN

  We establish minimax lower bounds and maximum likelihood convergence rates of parameter estimation for mean-covariance multivariate Gaussian mixtures, shape-rate Gamma mixtures, and some variants of finite mixture models, including the setting where the number of mixing component

• Almost sure convergence of Titterington’s recursive estimator for mixture models

  سند علمی۲۰۰۶Shaojun Wang, Yunxin Zhao

  Titterington proposed a recursive parameter estimation algorithm for finite mixture models. However, due to the well known problem of singularities and multiple maximum, minimum and saddle points that are possible on the likelihood surfaces, convergence analysis has seldom been m

• On strong identifiability and convergence rates of parameter estimation in finite mixtures

  سند علمی۲۰۱۶Nhat Ho, XuanLong Nguyen

  Abstract: This paper studies identifiability and convergence behaviors for parameters of multiple types, including matrix-variate ones, that arise in finite mixtures, and the effects of model fitting with extra mixing components. We consider several notions of strong identifiabil

• Convergence rate for predictive recursion estimation of finite mixtures

  مقاله‌ی دسترسی آزاد۲۰۱۲Statistics & Probability LettersRyanMartin

• Convergence Rates for Density Estimation with Bernstein Polynomials

  سند علمی۲۰۰۱Subhashis Ghosal

  Mixture models for density estimation provide a very useful set up for the Bayesian or the maximum likelihood approach. For a density on the unit interval, mixtures of beta densities form a flexible model. The class of Bernstein densities is a much smaller subclass of the beta mi

• On strong identifiability and convergence rates of parameter estimation in finite mixtures

  مقاله‌ی دسترسی آزاد۲۰۱۶Electronic Journal of StatisticsNhatHo, XuanLongNguyen