A very active line of research in Bayesian statistics has aimed at defining and investigating general classes of nonparametric priors. A notable example, which includes the Dirichlet process, is obtained through normalization or transformation of completely random measures. These have been extensively studied for the exchangeable setting. However in a large variety of applied problems data are heterogeneous, being generated by different, though related, experiments; in such situations partial exchangeability is a more appropriate assumption. In this spirit we propose a nonparametric hierarchical model based on transformations of completely random measures, which extends the hierarchical Dirichlet process. The model allows us to handle related groups of observations, creating a borrowing of strength between them. From the theoretical viewpoint, we analyze the induced partition structure, which plays a pivotal role in a very large number of inferential problems. The resulting partition probability function has a feasible expression, suitable to address predictionin its generality, as suggested by de Finetti. Finally we propose a set of applications which include inference on genomic and survival data.
Camerlenghi, F., Lijoi, A., & Pruenster, I. (2015). Nonparametric hierarchical models based on completely random measures. In CFE-CMStatistics 2015 Book of Abstracts.
Citazione: | Camerlenghi, F., Lijoi, A., & Pruenster, I. (2015). Nonparametric hierarchical models based on completely random measures. In CFE-CMStatistics 2015 Book of Abstracts. | |
Tipo: | abstract | |
Carattere della pubblicazione: | Scientifica | |
Presenza di un coautore afferente ad Istituzioni straniere: | No | |
Titolo: | Nonparametric hierarchical models based on completely random measures | |
Autori: | Camerlenghi, F; Lijoi, A; Pruenster, I | |
Autori: | ||
Data di pubblicazione: | 2015 | |
Lingua: | English | |
Nome del convegno: | 8th International Conference of the ERCIM | |
ISBN: | 9789963222704 | |
Appare nelle tipologie: | 02 - Intervento a convegno |