A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2018; you can also visit the original URL.
The file type is
Exponential families are the workhorses of parametric modelling theory. One reason for their popularity is their associated inference theory, which is very clean, both from a theoretical and a computational point of view. One way in which this set of tools can be enriched in a natural and interpretable way is through mixing. This paper develops and applies the idea of local mixture modelling to exponential families. It shows that the highly interpretable and flexible models which result havedoi:10.3150/07-bej6170 fatcat:ljmlftl3obg65ckajav4dujeje