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Link to original content: https://doi.org/10.1007/978-3-642-02490-0_85
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Design of Exchange Monte Carlo Method for Bayesian Learning in Normal Mixture Models

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Advances in Neuro-Information Processing (ICONIP 2008)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 5506))

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Abstract

The exchange Monte Carlo (EMC) method was proposed as an improved algorithm of Markov chain Monte Carlo method, and its effectiveness has been shown in spin-glass simulation, Bayesian learning and many other applications. In this paper, we propose a new algorithm of EMC method with Gibbs sampler by using the hidden variable representing the component from which the datum is generated, and show its effectiveness by the simulation of Bayesian learning of normal mixture models.

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© 2009 Springer-Verlag Berlin Heidelberg

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Nagata, K., Watanabe, S. (2009). Design of Exchange Monte Carlo Method for Bayesian Learning in Normal Mixture Models. In: Köppen, M., Kasabov, N., Coghill, G. (eds) Advances in Neuro-Information Processing. ICONIP 2008. Lecture Notes in Computer Science, vol 5506. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-02490-0_85

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  • DOI: https://doi.org/10.1007/978-3-642-02490-0_85

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-02489-4

  • Online ISBN: 978-3-642-02490-0

  • eBook Packages: Computer ScienceComputer Science (R0)

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