Seminars in Statistics at Collegio Carlo Alberto - Andrea CREMASCHI (IE UNIVERSITY MADRID)
SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/seminars/seminars-in-statistics/page/2/?tribe-bar-date%3D2019-09-01&source=gmail-imap&ust=1732719071000000&usg=AOvVaw1_VfRy4qDP_HHioNc49JU_> Venerdì 05/12/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Andrea CREMASCHI (IE UNIVERSITY MADRID) Title: Dependent Dirichlet-multinomial processes with random number of components Abstract: Bayesian nonparametric methods under partial exchangeability have largely focused on infinite support priors, yet almost-surely finite dimensional dependent mixtures remain underexplored despite their strong theoretical guarantees and performance in the exchangeable case. A novel class of finite dependent Dirichlet-multinomial processes and their counterparts are introduced, incorporating a prior on the number of components. The class is built on generalized Wishart unnormalized weights. It is proven that the normalized diagonals of correlated Wishart matrices admit a hierarchical negative binomial Dirichlet representation whose marginal laws are Dirichlet. The key distributional properties of the induced random probability measures are derived, showing they can achieve any prescribed dependence level and support efficient posterior computation without the need for costly variable augmentation schemes. The practical advantages of the proposed processes are further demonstrated through extensive simulation studies and the analysis of two real datasets: A benchmark dataset and a case study on sex-specific gene expression differences in the human brain, highlighting its flexibility and computational efficiency in capturing complex dependence structures. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 03/12/2025* a matteo.giordano@unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>
participants (1)
-
Matteo Giordano