[Forum SIS] Seminar ELIAS MORENO (Univerisity of Granada) Pescara, October 12/2016 10.00

[dibattis a unich.it]

The Department of Philosophical, Pedagogical and Quantitative Economic  
Sciences, University G. d?Annunzio of Chieti?Pescara, invites you to  
the Seminar:


TITLE
BAYESIAN CLUSTERING: CONSISTENCY

SPEAKER
ELIAS MORENO
Professor  at the Department of Statistics
University of Granada (Spain)

WHERE
Phd Room
Sezione di Economia e Metodi Quantitativi
V.le Pindaro, 42
Pescara

WHEN
October 12, 2016
10.00

ABSTRACT
Clustering K samples is focused in this paper as a statistical model  
selection problem. Modeling approaches include mixture models and  
product partition models. Here we develop an asymptotic analysis of  
the product partition models for the case  K=O(n^a), 0?a?1, where n  
denotes the sample size. A Bayesian viewpoint is adopted and posterior  
model consistency of the clustering procedure is studied. We note that  
while the choice of the prior on the model parameters is not relevant  
for the consistency of the procedure, the choice of the prior on the  
model space is of utmost importance, almost overshadowing the other  
parts of the clustering problem. We examine the asymptotic behavior of  
the posterior model distribution mainly for two priors on the models,  
the hierarchical uniform (HU) prior and the Ewens-Pitman (EP) prior.  
When sampling from a p-clusters model we prove that as n?? and for  
0?a?(2p-2)^-1, posterior model consistency holds for both the HU prior  
and the EP prior. We also find the rate of convergence to one of the  
posterior probability of the true model for the HU and the EP prior.

INFO
segrorg a stat.unipd.it