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math.ST2022★ 1 cited
Bayesian mixture models (in)consistency for the number of clusters
Louise Alamichel, Daria Bystrova, Julyan Arbel +1
Bayesian nonparametric mixture models are common for modeling complex data. While these models are well-suited for density estimation, recent results proved posterior inconsistency…
math.ST2022
On the use of a local to improve MCMC convergence diagnostic
Théo Moins, Julyan Arbel, Anne Dutfoy +1
Diagnosing convergence of Markov chain Monte Carlo is crucial and remains an essentially unsolved problem. Among the most popular methods, the potential scale reduction factor, com…