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
Le persone interessate sono invitate a partecipare
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.