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Comparing distributions by using dependent normalized random-measure mixtures

delete2013-02-07
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OA
AI
J
Jim E. Griffin
M
Michalis Kolossiatis
M
Mark F. J. Steel *
DOI:10.1111/rssb.12002delete
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Abstract

Abstract

En 中文
A methodology for the simultaneous Bayesian non-parametric modelling of several distributions is developed. Our approach uses normalized random measures with independent increments and builds dependence through the superposition of shared processes. The properties of the prior are described and the modelling possibilities of this framework are explored in detail. Efficient slice sampling methods are developed for inference. Various posterior summaries are introduced which allow better understanding of the differences between distributions. The methods are illustrated on simulated data and examples from survival analysis and stochastic frontier analysis.
Keywords:
Bayesian non-parametrics
Dependent distributions
Dirichlet process
Normalized generalized gamma process
Slice sampling
Utility function
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Journal

J
Journal of the Royal Statistical Society Series B-Statistical Methodology
IF:
3.6
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1.5K
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Cyprus University of Technology
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University of Kent
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University of Warwick
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