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@mat.uniroma1.it.