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Posterior consistency for the number of components in a finite mixture

Published on Jan 16, 20133044 Views

We will present our recent results proving that Dirichlet process mixtures (DPMs) are not consistent for the number of components in a finite mixture. Further, we will describe a natural alternative

Chapter list

Posterior consistency for the number of components in a nite mixture00:00
Summary00:35
Dirichlet process mixture (DPM) model01:02
Mixture of nite mixtures (MFM)01:26
Questions of convergence02:04
Toy example #1: One normal component02:48
Toy example #2: Two normal components03:32
The wrong intuition03:51
Comparing DPMs to MFMs04:04
Thank you!04:55