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Comparing distributions by using dependent normalized random-measure mixtures
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Griffin, Jim E., Kolossiatis, M. and Steel, Mark F. J. (2013) Comparing distributions by using dependent normalized random-measure mixtures. Journal of the Royal Statistical Society : Series B (Statistical Methodology), Volume 75 (Number 3). pp. 499-529. doi:10.1111/rssb.12002 ISSN 1369-7412.
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WRAP_Steel_rssb12002.pdf - Published Version Download (1320Kb) | Preview |
Official URL: http://dx.doi.org/10.1111/rssb.12002
Abstract
A methodology for the simultaneous Bayesian non-parametric 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 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: | Journal Article | ||||
|---|---|---|---|---|---|
| Subjects: | Q Science > QA Mathematics | ||||
| Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
| Library of Congress Subject Headings (LCSH): | Bayesian statistical decision theory, Random measures, Utility theory -- Mathematical models, Sampling (Statistics) | ||||
| Journal or Publication Title: | Journal of the Royal Statistical Society : Series B (Statistical Methodology) | ||||
| Publisher: | Wiley-Blackwell Publishing Ltd. | ||||
| ISSN: | 1369-7412 | ||||
| Official Date: | 2013 | ||||
| Dates: |
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| Volume: | Volume 75 | ||||
| Number: | Number 3 | ||||
| Page Range: | pp. 499-529 | ||||
| DOI: | 10.1111/rssb.12002 | ||||
| Status: | Peer Reviewed | ||||
| Publication Status: | Published | ||||
| Access rights to Published version: | Open Access (Creative Commons) | ||||
| Date of first compliant deposit: | 24 December 2015 | ||||
| Date of first compliant Open Access: | 24 December 2015 |
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