[Forum SIS] Webinar of François Caron @ Unimib

[Federico Camerlenghi]

Dear all,

We are glad to announce the next DEMS webinar: Wednesday, 18th November
2020, time 13.00 (CET).
link to attend:
https://unimib.webex.com/unimib/onstage/g.php?MTID=eadc0aefcf2b20a4d5b65dfc148f5acef
The speaker is *François Caron*, Department of Statistics, University of
Oxford (UK).


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*TITLE*. *A unified construction for series representations and  finite
approximations of completely random measures*



*ABSTRACT*. Infinite-activity completely random measures (CRMs) have become
important building blocks of complex Bayesian nonparametric models. They
have been successfully used in various applications such as clustering,
density estimation, latent feature models, survival analysis or network
science. Popular infinite-activity CRMs include the (generalized) gamma
process and the (stable) beta process. However, except in some specific
cases, exact simulation or scalable inference with these models is
challenging and  finite-dimensional approximations are often considered. In
this work, we propose a general and unified framework to derive both series
representations and  finite-dimensional approximations of CRMs. Our
framework can be seen as a generalization of constructions based on
size-biased sampling of Poisson point process [Perman et al., 1992]. It
includes as special cases several known series representations and  finite
approximations as well as novel ones. In particular, we show that one can
get novel series representations for the generalized gamma process and the
stable beta process. We show how these constructions can be used to derive
novel algorithms for posterior inference, including a generalization of the
slice sampler for normalized CRMs mixture models introduced by Griffin and
Walker [2011]. We also provide some analysis of the truncation error.

Joint work with Juho Lee and Xenia Miscouridou
https://arxiv.org/abs/1905.10733


*Details to attend the webinar.*
Event number (access code): 174 366 0917
Event password: 18112020

Wednesday, November 18, 2020 1:00 pm, Europe Time (Rome, GMT+01:00)

Event address for attendees:
https://unimib.webex.com/unimib/onstage/g.php?MTID=eadc0aefcf2b20a4d5b65dfc148f5acef


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The webinar is organized by the Department of Economics, Management and
Statistics (DEMS)
of the University of Milano - Bicocca.

-- 
Federico Camerlenghi
Assistant Professor RTDb
Department of Economics, Management and Statistics
University of Milano Bicocca, Milano, Italy.
web-page: https://www.unimib.it/federico-camerlenghi
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