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On Bayesian nonparametric modelling of two correlated distributions
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Kolossiatis, M., Griffin, Jim E. and Steel, Mark F. J. (2013) On Bayesian nonparametric modelling of two correlated distributions. Statistics and Computing, 23 (1). pp. 1-15. doi:10.1007/s11222-011-9283-7 ISSN 0960-3174.
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Official URL: http://dx.doi.org/10.1007/s11222-011-9283-7
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: | Journal Article | ||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Journal or Publication Title: | Statistics and Computing | ||||
Publisher: | Springer | ||||
ISSN: | 0960-3174 | ||||
Official Date: | 2013 | ||||
Dates: |
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Volume: | 23 | ||||
Number: | 1 | ||||
Page Range: | pp. 1-15 | ||||
DOI: | 10.1007/s11222-011-9283-7 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
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