[Forum SIS] Webinar Passeggeri @Bocconi

[Giacomo Zanella]

We announce the following DEC Statistics webinar:

Date: Thursday, September 24, h12:00
Speaker: Riccardo Passeggeri (Sorbonne University)
Title: On a class of completely random measures (CRMs) and its role in
Bayesian analysis.

The seminar will be mixed online and in-presence:
- anybody can attend the seminar at the following link:
https://zoom.us/j/92000724531
- members of Bocconi University can attend the meeting in presence at
Roentgen building, floor -1, room AS-02, subject to appropriate prevention
measures such as social distancing.

Abstract: Quasi-infinitely divisible (QID) distributions have been recently
introduced by Lindner, Pan and Sato (Trans. Amer. Math. Soc. 370 (2018)
8483-8520). A random variable X is QID if and only if there exist two
infinitely divisible (ID) random variables Y and Z s.t. X +Y = Z (in
distribution) and Y is independent of X. In this talk, we present QID
random measures, describe their properties and their role in Bayesian
analysis. In particular, we show that QID random measures are dense in the
space of all CRMs with respect to convergence in distribution. In other
words, *any CRM can be approximated in distribution by a QID random measure*.
Moreover, we demonstrate that there exists a one to one correspondence
between the law of QID random measures and certain characteristic pairs (as
it happens for the Poisson point processes). That is, *the characteristic
function of a QID random measure has an explicit formulation written in
terms of two (unique) deterministic objects*. Finally, we present a
nonparametric Bayesian statistical framework based on QID random measures,
which extends recent works of Michael Jordan, Tamara Broderick, Trevor
Campbell and co-authors.

Kind regards,
Giacomo Zanella
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