ll Prof. Fabrizio Leisen (Univ. of Kent, Canterbury, UK) terrà, presso il Dipartimento di Matematica dell'Universita' La Sapienza, un seminario dal titolo Dependent Vectors of Random Probability Measures
Mercoledi' 4 giugno, Ore 14:30, Aula E
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Abstract: The definition of vectors of dependent random probability measures is a topic of interest in applications to Bayesian statistics. Indeed, they can be used for identifying the de Finetti mixing measure in the representation of the law of a partially exchangeable array of random elements taking values in a separable and complete metric space. In this talk we describe the construction of vectors of random probability measures based on the normalization of an exchangeable vector of completely random measures that are jointly infinitely divisible. The dependence can be achieved in many ways and in this talk will be shown some recent constructions based on Levy Copulas or the stick breaking representation. Finally, the dependence structure of the vectors is studied through some quantities of interest. This talk is a review of papers in collaboration with Antonio Lijoi, Federico Bassetti, Roberto Casarin, Weixuan Zhu and Dario Spano.