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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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
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