Canadian Journal of Statistics

Modal simulation and visualization in finite mixture models

Journal Article

Abstract

Kim & Lindsay (2011a) proposed a new sampling‐based visualization methodology, modal simulation, designed to describe the boundaries of the confidence regions generated by an inference function such as the likelihood. Once the sample points on the boundaries of the targeted confidence sets are created in a single simulation run, one can use those samples to describe every confidence set of interest without further numerical optimization. However, this method assumes that one is simulating the samples for the parameters from the likelihood region with a single mode. In this article we extend the modal simulation method to be applicable to the likelihood regions in a finite mixture model where there exist multiple modes. The Canadian Journal of Statistics 39: 421–437; 2011 © 2011 Statistical Society of Canada

Related Topics

Related Publications

Related Content

Site Footer

Address:

This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on StatisticsViews.com are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and StatisticsViews.com express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.