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On Bayesian nonparametric modelling of two correlated distributions

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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 (No.22).

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Official URL: http://www2.warwick.ac.uk/fac/sci/statistics/crism...

Abstract

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

Official Date:

2010

Dates:

Date	Event
2010	Published

Volume:

Vol.2010

Number:

No.22

Number of Pages:

Status:

Not Peer Reviewed

Access rights to Published version:

Open Access

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