Griffin, Jim E., Kolossiatis, Michalis, Steel, Mark F.J. (2013) Comparing distributions by using dependent normalized random-measure mixtures. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 75 (3). pp. 499-529. ISSN 1369-7412. (doi:10.1111/rssb.12002) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:36080)
The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. | |
Official URL: http://dx.doi.org/10.1111/rssb.12002 |
Abstract
A methodology for the simultaneous Bayesian nonparametric 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 some 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.
Item Type: | Article |
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DOI/Identification number: | 10.1111/rssb.12002 |
Uncontrolled keywords: | Bayesian nonparametrics; Dependent distributions; Dirichlet process; Normalized Generalized Gamma process; Slice sampling; Utility function |
Subjects: | Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics |
Divisions: | Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science |
Depositing User: | Michalis Kolossiatis |
Date Deposited: | 06 Nov 2013 18:56 UTC |
Last Modified: | 16 Nov 2021 10:13 UTC |
Resource URI: | https://kar.kent.ac.uk/id/eprint/36080 (The current URI for this page, for reference purposes) |
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