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Activity Number: 486
Type: Invited
Date/Time: Thursday, August 2, 2007 : 8:30 AM to 10:20 AM
Sponsor: Section on Bayesian Statistical Science
Abstract - #307988
Title: Modeling with Infinitely Divisible Moving Averages
Author(s): Robert L. Wolpert*+
Companies: Duke University
Address: 211c Old Chem Building, Durham, NC, 27708-0251,
Keywords: Lévy random fields ; alpha stable processes
Abstract:

Continuous-parameter moving averages of independent increment processes are necessarily infinitely divisible---often Gaussian, but more recently moving averages of stable, gamma, and other ID processes have proven useful in a wide variety of applications, not only in one dimension but also for spatial and higher-dimensional settings. Basic background, computational methods, and applications of ID (and in particular Lévy) random fields are presented as prior distributions for nonparametric Bayesian analyses.

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Revised September, 2007