BAYESIAN INFERENCE METHOD FOR MIXED MODEL AND RECORDING MEDIUM WITH RECORDED BAYESIAN INFERENCE PROGRAM FOR MIXED MODEL

摘要

PROBLEM TO BE SOLVED: To provide a Bayesian inference method for mixed model and a recording medium with recorded program therefor, with which the optimal number of mixtures can be searched from the viewpoint of post-distribution maximization to the number of mixtures concerning the Bayesian inference of the mixed model. ;SOLUTION: This method is provided with a step for inferring the post- distribution of parameters while using a general Bayesian inference method for an initial parameter value and the initial number of mixtures, step for providing the best merged result, step for providing the best merged/divided result, step for providing the beat divided result, step for selecting the result, with which the lower limit value of a logarithmic ensemble likelihood function becomes maximum, corresponding to each of results by comparing the best merged result, the best merged/divided result and the best divided result provided in the respective steps, and step for repeatedly executing series of steps until the lower limit value of the logarithmic ensemble likelihood function is not increased any more.;COPYRIGHT: (C)2001,JPO