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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) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > 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: |
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Volume: | Vol.2010 | ||||
Number: | No.22 | ||||
Number of Pages: | 27 | ||||
Institution: | University of Warwick | ||||
Status: | Not Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Date of first compliant deposit: | 1 August 2016 | ||||
Date of first compliant Open Access: | 1 August 2016 |
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