[Forum SIS] Avviso di Seminario

[Brunero Liseo]

Avviso di Seminario

When

September 8th 2016, 14:30


Where

Sapienza Università di Roma

facoltà di Economia

Aula Fanfani, V piano.

Viale del Castro Laurenziano, 9




Speaker

*Federico Camerlenghi*

Università Luigi Bocconi, Milano



Titolo

*Distribution theory for hierarchical processes with statistical
applications*



Abstract


In Bayesian nonparametrics, a large amount of literature has been carried
out under the assumption that observations are exchangeable. However in a
large variety of applications this may appear too restrictive, a typical
example is when data are generated by different experiments: even if these
experiments may be related, they have some specific features that induce
heterogeneity across observations. In such a situation data are usually
divided into different groups, and a more appropriate assumption is partial
exchangeability. In particular the construction of dependent random
probability measures to deal with partially exchangeable observations has
recently attracted great attention in Bayesian nonparametric literature. In
this talk we define and investigate general classes of nonparametric
priors, namely hierarchical models, based on transformations of completely
random measures. We are able to study all the analytical properties, i.e.
the random partition structure, the predictive distributions and the
posterior characterization of the processes. Finally some relevant
applications to species sampling problems and survival analysis will be
discussed.

(This is a joint work with A. Lijoi, P. Orbanz and I. Prunster.)



-- 

============================================
Brunero Liseo
*Dip. di metodi e modelli per il territorio, l'economia e la finanza *
*Sapienza Università di Roma*

*Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973
Fax +39 06 4957606
*http://www.memotef.uniroma1.it/users/liseo-brunero
<http://www.memotef.uniroma1.it/users/liseo-brunero>*
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