This paper is concerned with an important issue in finite mixture modeling, the selection of the number of mixing components. A new penalized likelihood method is proposed for finite multi variate ...

Jörg Kienitz proposes a method for generating synthetic market data under the real-world measure P based on Gaussian mixture models (convex combinations of Gaussians). Once numerically fitted, the ...

Chiara Sabatti, Kenneth Lange, Bayesian Gaussian Mixture Models for High-Density Genotyping Arrays, Journal of the American Statistical Association, Vol. 103, No. 481 (Mar., 2008), pp. 89-100 ...