Computational and Inferential Difficulties with Mixture Posterior Distributions
混合模型后验分布的计算与推断困难
This article deals with both exploration and interpretation problems related to posterior distributions for mixture models. The specification of mixture posterior distributions means that the presence of k! modes is known immediately. Standard Markov chain Monte Carlo (MCMC) techniques usually have difficulties with well-separated modes such as occur here; the MCMC sampler stays within a neighborhood of a local mode and fails to visit other equally important modes. We show…