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38the image with this independence assumption is given in equation 3.16.N∑ K∑L(Y |K, θ) = log( P j Φ(Y i |θ j )) (3.16)i=1 j=1However, pixels are typically not independent. Chapter 4 explores the impact<strong>of</strong> autoregressive dependence on the BIC in both one-dimensional and twodimensionaldata, and presents a combined mixture model and raster-scan autoregression(RSA) model which allows for autoregressive dependence with themixture model. In chapter 5, I use a Markov random field model for the spatialdependence.3.3 BIC with Mixture ModelsWe wish to use BIC for model selection with mixture models which have differentnumbers <strong>of</strong> components. BIC can be computed by using the likelihood fromequation 3.16 in the BIC formula from equation 3.12. The resulting BIC formulais shown in equation 3.17.BIC(K) = 2L(Y |K) − D K log(N) (3.17)Recall from section 3.1 that the BIC approximation is based on the use <strong>of</strong>Laplace’s method to approximate the integrated likelihood in a Bayes factor. Aregularity condition for Laplace’s method is that the parameters must be in theinterior <strong>of</strong> the parameter space; as they approach the boundary <strong>of</strong> parameter space,the approximation breaks down. This presents a problem for the use <strong>of</strong> BIC inthe mixture model context. Suppose we fit a model with K segments when thetrue number <strong>of</strong> segments K 0 is smaller than K. In this case, the true mixtureproportion (P j in equation 3.15) for each extra segment would be zero, which is atthe boundary <strong>of</strong> parameter space. Also, there would be no information available

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