On Bayesian nonparametric modelling of two correlated distributions
Kolossiatis, Michalis, Griffin, Jim E. and Steel, Mark F. J. (2010) On Bayesian nonparametric modelling of two correlated distributions. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2010).
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Official URL: http://www2.warwick.ac.uk/fac/sci/statistics/crism...
In this paper, we consider the problem of modelling a pair of related distributions using Bayesian nonparametric methods. A representation of the distributions as weighted sums of distributions is derived through normalisation. This allows us to define several classes of nonparametric priors. The properties of these distributions are explored and efficient Markov chain Monte Carlo methods are developed. The methodology is illustrated on simulated data and an example concerning hospital efficiency measurement.
|Item Type:||Working or Discussion Paper (Working Paper)|
|Subjects:||Q Science > QA Mathematics|
|Divisions:||Faculty of Science > Statistics|
|Library of Congress Subject Headings (LCSH):||Distribution (Probability theory), Bayesian statistical decision theory, Hospitals -- Mathematical models, Nonparametric statistics|
|Series Name:||Working papers|
|Publisher:||University of Warwick. Centre for Research in Statistical Methodology|
|Place of Publication:||Coventry|
|Number of Pages:||27|
|Status:||Not Peer Reviewed|
|Access rights to Published version:||Open Access|
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