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Lookup NU author(s): Dr Cristiano VillaORCiD
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We introduce a prior distribution for the number of components of a mixture model. The prior considers the worth of each possible mixture, measured by a loss function with two components: one measures the loss in information in choosing the wrong mixture and one the loss due to complexity.
Author(s): Grazian C, Villa C, Liseo B
Publication type: Article
Publication status: Published
Journal: Statistics and Probability Letters
Online publication date: 23/10/2019
Acceptance date: 08/10/2019
ISSN (print): 0167-7152
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