An Application of the Laplace Method to Finite Mixture Distributions
Laplace 方法在有限混合分布中的应用
An exact Bayesian analysis of finite mixture distributions is often computationally infeasible, because the number of terms in the posterior density grows exponentially with the sample size. A modification of the Laplace method is presented and applied to estimation of posterior functions in a Bayesian analysis of finite mixture distributions. The procedure, which involves computations similar to those required in maximum likelihood estimation, is shown to have high…