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Activity Number: 392
Type: Invited
Date/Time: Tuesday, August 11, 2015 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract #314312 View Presentation
Title: Semiparametric Estimation of the Weights and the Number of Components in a Finite Nonparametric Mixture
Author(s): Judith Rousseau* and Elisabeth Gassiat and Elodie Vernet
Companies: Université Paris-Dauphine/CREST and Université Paris Sud and Université Paris Sud
Keywords: Bayesian semiparametric mixtures ; Bernstein von Mises ; efficient estimation
Abstract:

In this work, we study the nonparametric mixture model where the emission distributions are not specified . The parameters are thus formed of the weights of the components, the emission distributions of each components and the number of components. When each individual is associated to at least three replicates, the model is identifiable. We propose a Bayesian method for estimating the weights and the number of components. We prove a Bernstein von Mises theorem for the weights and study the efficiency of our approach.

Authors who are presenting talks have a * after their name.

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