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.