Griffin, Jim E., Kolossiatis, Michalis and Steel, Mark F. J. (2010) Comparing distributions using dependent normalized random measure mixtures. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).

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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:	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), Random measures
Series Name:	Working papers
Publisher:	University of Warwick. Centre for Research in Statistical Methodology
Place of Publication:	Coventry
Date:	December 2010
Volume:	Vol.2010
Number:	No.24
Number of Pages:	33
Status:	Not Peer Reviewed
Access rights to Published version:	Open Access
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URI:	http://wrap.warwick.ac.uk/id/eprint/35122

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