Archive for handbook of mixture analysis

a mistake in a 1990 paper

Posted in Kids, Statistics, University life with tags , , , , , , , , on August 7, 2016 by xi'an

As we were working on the Handbook of mixture analysis with Sylvia Früwirth-Schnatter and Gilles Celeux today, near Saint-Germain des Près, I realised that there was a mistake in our 1990 mixture paper with Jean Diebolt [published in 1994], in that when we are proposing to use improper “Jeffreys” priors under the restriction that no component of the Gaussian mixture is “empty”, meaning that there are at least two observations generated from each component, the likelihood needs to be renormalised to be a density for the sample. This normalisation constant only depends on the weights of the mixture, which means that, when simulating from the full conditional distribution of the weights, there should be an extra-acceptance step to account for this correction. Of course, the term is essentially equal to one for a large enough sample but this remains a mistake nonetheless! It is funny that it remained undetected for so long in my most cited paper. Checking on Larry’s 1999 paper exploring the idea of excluding terms from the likelihood to allow for improper priors, I did not spot him using a correction either.

zurück in Wien

Posted in Books, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , on December 7, 2015 by xi'an

Back in Vienna after a little bit more than a year! The opportunity was a working meeting on a CRC Handbook of mixture analysis, Sylvia Früwirth-Schnatter, Gilles Celeux and myself are editing together, along with about twenty authors, half of which also came to Vienna for the weekend. Great opportunity to all work together, towards a more coherent and comprehensive volume, as well as to enjoy the earliest stages of the Viennese winter. Very mild winter so far. I also gave a seminar Friday morning, thinking until I saw the attached poster that I was going to speak on mixtures for testing..! Except for a few seconds of uncertainty on the second version of the random forest approach, I still managed to survive the switch (in a fabulous seminar room, overlooking the Prater…) The two days meeting was very rewarding, with major changes in the contents and the goals of many chapters, including those I am contributing to.