2009 | OriginalPaper | Buchkapitel
Design of Exchange Monte Carlo Method for Bayesian Learning in Normal Mixture Models
verfasst von : Kenji Nagata, Sumio Watanabe
Erschienen in: Advances in Neuro-Information Processing
Verlag: Springer Berlin Heidelberg
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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.