Cari colleghi,
vi annuncio che martedì 31 marzo, alle ore 14 precise, nell'aula Beltrami
del Dipartimento di Matematica dell'Universita' di Pavia,
Bernardo Nipoti (Dipartimento di Economia e Statistica - Università di
Torino)
terrà un seminario dal titolo
Rediscovery of Good-Turing estimators via Bayesian Nonparametrics
Sunto:
The problem of estimating discovery probabilities originated in the context
of statistical ecology, and in recent years it has become popular due to
its frequent appearance in challenging applications arising from biology,
bioinformatics, genetics, linguistics, etc. A full range of statistical
approaches, parametric and nonparametric as well as frequentist and
Bayesian, have been proposed for estimating discovery probabilities. We
investigate the relationship between the celebrated Good-Turing approach,
which is a frequentist nonparametric approach developed in the 1940s, and
the Bayesian nonparametric approach recently introduced in the literature.
Specifically, under the assumption of a two parameter Poisson-Dirichlet
prior, we show that Bayesian nonparametric estimators of discovery
probabilities are asymptotically equivalent to suitably smoothed
Good-Turing estimators. As a by-product of this result, we present and
discuss a methodology for deriving asymptotic credible intervals to be
associated to the Bayesian nonparametric estimators of discovery
probabilities.
Cordiali saluti,
Raffaella Carbone
--
Raffaella Carbone, PhD
Ricercatore di Probabilità e Statistica Matematica
Dipartimento di Matematica dell'Università degli Studi di Pavia