[Forum SIS] Seminar Raffaele Argiento (Univ. Cattolica del Sacro Cuore) - Padova | January 20, 2020 | 2:30 p.m.
Patrizia Piacentini - PhD
piacent a stat.unipd.it
Gio 9 Gen 2020 10:15:07 CET
The Department of Statistical Sciences, University of Padova, invites
you to the Seminar:
TITLE
IS INFINITY THAT FAR?
A Bayesian Nonparametric Perspective of Finite Mixture Models
SPEAKER
RAFFAELE ARGIENTO
Department of Statistics, Università Cattolica del Sacro Cuore
WHEN
January 20, 2020 - 2.30 p.m.
WHERE
Room Benvenuti - Campus S. Caterina
Via C. Battisti, 241
Padova
ABSTRACT
Mixture models are one of the most widely used statistical tools when
dealing with data from heterogeneous populations.
This talk considers the long-standing debate over finite mixture and
infinite mixtures and brings the two modelling strategies together, by
showing that a finite mixture is simply a realization of a point
process. Following a Bayesian nonparametric perspective, we introduce a
new class of prior: the Normalized Independent Point Processes. We
investigate the probabilistic properties of this new class. Moreover, we
design a conditional algorithm for finite mixture models with a random
number of components overcoming the challenges associated with the
Reversible Jump scheme and the recently proposed marginal algorithms. We
illustrate our model on real data and discuss a relevant application in
population genetics.
*Apologies for cross posting*
--
Patrizia Piacentini
Secretariat
PhD Course in Statistics
University of Padova
tel +39 049 8274167
fax +39 049 8271524
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