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

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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 > 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:	Date Event 2013 Published
Date of first compliant deposit:	24 December 2015
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

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