| Stephens, M. (2000b). Dealing with Label Switching in Mixture Models. Journal of the Royal Statistical Society B, 62, 795--809. |
....for Mathematical Sciences, Lund University, Box 118, 221 00 Lund, Sweden Summary. At present, reversible jump methods are the most common tool for exploring variable dimension statistical models. Recently however, an alternative approach based on birth and death processes has been proposed by Stephens (2000)in the case of mixtures of distributions. We address the comparison of both methods by demonstrating that upon appropriate rescaling of time, the reversible jump chain converges to a limiting continuous time birth and death chain. We show in addition that the birth and death setting can be ....
....undoubtedly become standard during the past ten years (Capp e and Robert, 2000) For variable dimension problems, often arising through model selection, a popular approach is Green s (1995) reversible jump MCMC [RJMCMC] methodology. Recently however, in the context of mixtures of distributions, Stephens (2000a,b) rekindled interest in a di erent method based on continuous time birth and death processes for estimating the number of components of the mixture, following earlier proposals by Geyer and M ller (1994) Grenander and Miller (1994) and Phillips and Smith (1996) We will call this approach ....
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Stephens, M. (2000b) Dealing with label switching in mixture models. J. Roy. Statist. Soc. Ser.
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Stephens, M. (2000b). Dealing with Label Switching in Mixture Models. Journal of the Royal Statistical Society B, 62, 795--809.
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Stephens, M. (2000b). Dealing with label-switching in mixture models. Journal of the Royal Statistical Society, Series B 62, 795-809.
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Stephens, M. (2000b). Dealing with Label Switching in Mixture Models. Journal of the Royal Statistical Society B, 62, 795--809.
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M. Stephens, "Dealing with label-switching in mixture models," Journal of the Royal Statistical Society: Series B, vol. 62, no. 4, p. 795, 2000.
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M. Stephens, "Dealing with label switching in mixture models," J. R. Statist. Soc., ser. B, pt. 4, vol. 62, pp. 795--809, 2000.
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M. Stephens. Dealing with label-switching in mixture models. J. Royal Statistical Society, Series B, 62:795--809, 2000.
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