seminario

[Pietro Muliere <pietro.muliere@uni-bocconi.it>]

Istituto Metodi Quantitativi - Università L. Bocconi
Viale Isonzo, 25 - 20135 Milano
Tel. 02-58365629  - Fax 02-58365630




SEMINARIO

Bayesian Nonparametric Inference for Mixed Poisson Processes

Eduardo Gutierrez-Peña
(IIMAS-UNAM, Mexico)





Giovedì, 23 gennaio 2002 - ore 16.30
Aula IMQ  stanza n.137



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Abstract. In this talk we discuss Bayesian nonparametric inference for 
non-homogeneous mixed Poisson processes (NHMPP) of two different types, 
each defined by a specific mixing distribution or process. For both types 
of NHMPP, we assign an independent-increment process prior to simple 
transformations of the mean function and derive the corresponding 
posteriors. Such priors exhibit some sort of partial conjugacy which makes 
the analysis relatively simple via a Gibbs sampling scheme. Each type of 
NHMPP gives rise to one of two different types of negative binomial 
processes when the mixing distribution (process) is gamma. This is a joint 
paper  with Luis Enrique Nieto-Barajas.