# Questions tagged [infinite-mixture-model]

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### normal mean variance mixture garch with OBSERVED mixing variable

I need to estimate this univariate garch model with the following discription My model (regression): Yt=mu + gamma * Gt + et Gt is GIVEN Where the crucial part is that: et= sqrt(Gt) * sqrt(ht) * Zt ...
74 views

### Validity of BIC for Dirichlet process mixture models

I am implementing clustering using Dirichlet process mixture models via scikit learn's Variational Bayesian Gaussian Mixture model. I arrived at the appropriate priors iteratively, and I am able to ...
84 views

### Bayesian mixture model joint posterior

I am just starting to learn about bayesian mixture models. There is a few clarifications that I want to make which I am not sure myself. The graphical model below describes a gaussian mixture model ...
100 views

### Implementation of a blocked Gibbs sampler for a mixture model with a Dirichlet-process prior

I am trying to understand and implement the blocked Gibbs sampler described on page 552 in Bayesian Data Analysis by Gelman et al. in the context of using a Dirichlet process as a prior in a mixture ...
47 views

### Mixture or Convolution

tl;dr is final paragraph at the bottom. I have read the posts explaining the differences between mixture distributions and convolutions of distributions, but am having a hard time understanding which ...
90 views

### Bayesian Inference: Prior in Chinese Restaurant Process

For the Chinese restaurant process, as used in Dirichlet Process mixture models, we have a prior that data point i belongs to cluster j, where c is an indicator. n represents the total number of data ...
150 views

### Clarifying Dirichlet Process Mixture Probability Terms

Suppose I have a Dirichlet Process Mixture model defined as follows: $\alpha \sim G(a,b)\\ \pi|\alpha \sim \text{Dir}(\alpha)\\ z|\pi \sim \text{Cat}(\pi)\\$ where $G$ is just a standard Gamma ...
44 views

### Any connections between mixed model and mixture of experts model?

Given data $<y_i, X_i>$ for $i \in \{1, 2, 3, \dots n\}$ ($n$ samples), and we are interested in knowning the relationship between $y$ and $X$. In the simplest manner, we can solve for $\beta$ ...