WORKSHOP
IN STATISTICAL MIXTURES AND LATENT-STRUCTURE MODELLING
International Centre
for Mathematical Sciences, Edinburgh, March 28 - March 30,
2000
C. P. Robert, CEREMADE, Université
de PARIS DAUPHINE
`Where do we stand on mixtures ?'
The talk will present
some thoughts on the recent developments in computation and methodology
for the statistical analysis of mixtures and related distributions such
as hidden Markov models . I will try to convey my feelings on how mixtures
have been instrumental in improving our assessment of some MCMC tools and
on the limitations of what we can expect, both computationally and statistically
from the analysis of a mixture model. The talk will also hopefully connect
with later talks of Andrieu, Celeux, Moulines and Ryden.