njugate inverse gamma distributed priors on the variances is
in the model,
IGሺߪଶ|ܽ, ܾሻൌܾ
ߪ
ିଶሺାଵሻ
߁ሺܽሻ
exp ቆെܾ
ߪଶቇ
(6.46)
mixing coefficients are modelled using the non-informative priors
of ߤ and ߤଵ is assigned a Gaussian prior with a zero mean and
deviation ߬ which is a hyper-parameter (the inverse of a
,
ߤ~࣡ሺ, ߬ሻ
(6.47)
over |߬| →0 indicates the null data. ࣡ሺܢ|ߤ, ߪ
ଶሻ is estimated
a such that |ߤ| →0 by the consistency. The prior means are set
ased on the observation that both centres are close to zero and set
to be 0.5. Suppose ߙൌሼܽ, ܽଵ, ܾ, ܾଵ, ߬, ߬ଵሽ and ߚൌߪିଶ as
ൌ߬
ିଶ. The posterior of DSG can be written as below,
ߙሻ∝ܲሺܼ|ߠሻܲሺߠ|ߙሻ
ൌෑሼݓ࣡ሺܢ|ߤ, ߚ
ିଵሻݓଵ࣡ሺܢ|ߤଵ, ߚଵ
ିଵሻሽ
ୀଵ
ෑቊܾ
ߚ
ାଵ
߁ሺܽሻ
expሺെܾߚሻ࣡ሺ, ߭ሻቋ
ଵ
ୀ
(6.48)
og-posterior can be written as below,
logܲሺߠ|ܼ, ߙሻ∝log݂
ଵ
ሺݖ|ߠሻlogܤ
ୀ
ୀଵ
(6.49)
ܤ is defined as,