Event Diary
CRiSM Seminar - Dr Antonio Lijoi
Location: A1.01 - Zeeman Building
Di Finetti Afternoon, two seminars on Non-Parametric Bayesian Analysis, 2-5pm
Dr Antonio Lijoi (Pavia, Italy)
Priors for vectors of probability distributions
In this talk we describe the construction of a nonparametric prior for vectors of probablility distributions obtained by a suitable transformation of completely random measures. The dependence between random probability distributions by a Levy copula. A first example that will be presented concerns a prior for a pair of survival functions and it will be used to model two-sample data: a posterior characterization, conditionally on possibly right-censored data, will be provided. Then, a vector of random probabilities, with two-parameter Poisson-Dirichlet marginals, is introduced.