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Title: Comparing distributions by using dependent normalized random-measure mixtures
Authors: Griffin, Jim E. 
Kolossiatis, Michalis 
Steel, Mark F J 
Keywords: Bayesian non-parametrics;Dependent distributions;Dirichlet process;Normalized generalized gamma process;Slice sampling;Utility function
Category: Mathematics
Field: Natural Sciences
Issue Date: 1-Jun-2013
Publisher: Wiley-Blackwell
Source: Journal of the Royal Statistical Society, Series B: Statistical Methodology, 2013, Volume 75, Issue 3, Pages 499-529
metadata.dc.doi: 10.1111/rssb.12002
Abstract: 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.
ISSN: 13697412
Rights: © 2013 Royal Statistical Society.
Type: Article
Appears in Collections:Άρθρα/Articles

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