The estimation of normal mixtures with latent variables

Gideon Magnus, Jan R. Magnus*

*Corresponding author for this work

Research output: Contribution to JournalArticleAcademicpeer-review


This paper considers the class of normal latent factor mixture models. It presents a method for estimating the posterior distribution of the parameters, derives analytical expressions for both the first and second derivatives of the posterior kernel (the score and Hessian), and provides posterior approximations that can be computed relatively quickly.

Original languageEnglish
Pages (from-to)1255-1269
Number of pages15
JournalCommunications in Statistics - Theory and Methods
Issue number5
Publication statusPublished - 8 Feb 2019


  • Factor analyzers
  • Hessian matrix.
  • Mixture modelling


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