JSM 2012 Home

JSM 2012 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Online Program Home

Abstract Details

Activity Number: 380
Type: Invited
Date/Time: Tuesday, July 31, 2012 : 2:00 PM to 3:50 PM
Sponsor: Asociacion Mexicana de Estadistica
Abstract - #303707
Title: Geometric Weights, Priors, and Their Applications
Author(s): Ramsés H Mena*+
Companies: Universidad Nacional Autónoma de México
Address: , , 01000, México
Keywords: Dirichlet Process ; Gibbs sampler ; Measure-valued process ; Nonparametric mixture model ; Nonparametric Regression

Bayesian nonparametric techniques rely on suitable construction of nonparametric priors. The canonical example is without doubt the Dirichlet process, however in some situations different models are more suitable or preferred. Whereas most available alternatives to the Dirichlet process tend to generalized it to overcome certain prediction or fitting drawbacks, some of these issues might be rather solved with simpler models. Here we will review one of these simpler nonparametric priors, which can be seen as generated through a set of ordered weights within a species sampling model representation. We discuss various aspects of these random distributions as well as some of their applications in nonparametric mixtures, covariate or time dependent settings.

The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2012 program

2012 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.