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|Title:||Comparing distributions by using dependent normalized random-measure mixtures||Authors:||Griffin, Jim E.
Steel, Mark F J
Normalized generalized gamma process
|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||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.||URI:||http://ktisis.cut.ac.cy/handle/10488/9853||ISSN:||13697412||Rights:||© 2013 Royal Statistical Society.|
|Appears in Collections:||Άρθρα/Articles|
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