*Dipartimento di Matematica, Sapienza Università di Roma *
*Martedì 10 gennaio*
*Ore 14:00, Aula di Consiglio*
*Seminario di Probabilità e Statistica Matematica*
*Antonio Lijoi, Dipartimento di Economia e Management, Università di Pavia*
*Titolo: Bayesian nonparametric inference with heterogeneous data*
*Abstract: *
*The talk provides an overview of some recent work on random probability
measure vectors and their role in Bayesian statistics. Indeed, dependent
nonparametric priors are useful tools for drawing inferences on data that
arise from different, though related, studies or experiments and for which
the usual exchangeability assumption is not satisfied. The presentation
will focus on models based on completely random measures, or suitable
transformations thereof, that have an additive, a hierarchical and a nested
structure. Some of their distributional properties relevant for prediction
will be discussed. These theoretical results are, then, used for devising
Markov chain Monte Carlo algorithms that will be implemented within some
illustrative examples for analyzing data in the contexts of species
sampling problems and survival analysis.*
*Tutti gli interessati sono invitati ad intervenire.*
*Per richieste di informazioni scrivere a piccioni(a)mat.uniroma1.it
<piccioni(a)mat.uniroma1.it>.*