seminario Lancelot F. James

[Antonio Pievatolo <marco@mi.imati.cnr.it>]

Annuncio di seminario:

A BAYESIAN APPROACH TO LEFT-CENSORED DATA
WITH APPLICATIONS TO DOUBLE CENSORING PROBLEMS

Lancelot F. James
The Hong Kong University of Science and Technology 

Giovedì 17 luglio ore 16, IMATI-CNR, via Bassini 15, Milano
Sala pentagonale, primo piano

Abstract:

In this talk we discuss a new characterization of the Dirichlet process
in the presence of left-censored data. Consequently this leads to simple
expressions for the posterior distribution subject to interval or double
censoring. In particular, we describe a representation based on
the independent Bernoulli random variables used in Korwar and 
Hollander (1973). Additionally, the results reduce the computational 
complexity from n! to 2^(n-1). Finally, we show that our method leads 
to estimators which do not require MCMC or sequential importance 
sampling and provide an alternative to frequentist estimators that
require EM or the ICM algorithms, see Wellner and Zhan (1997).

Antonio Pievatolo
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*NEW email, phone and address: see below *
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Antonio Pievatolo (marco@mi.imati.cnr.it)
IMATI-CNR, Via Bassini 15, 20133 Milano 
Tel. +39 02 23699.520; fax +39 02 23699.538
Web: http://www.mi.imati.cnr.it