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GRStats2- Posts : 92
Join date : 2022-11-19
AUEB-Stats Seminars 13/12/2024: "Decreasing weights priors and their applications", by Christos Merkatas (Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean)
Fri 13 Dec 2024 - 13:03
AUEB STATS SEMINARS 2024
Christos Merkatas
(Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean)
Title: Decreasing weights priors and their applications
Friday, 13/12/2024
13:00
Room: T105, Troias Building
https://www.dept.aueb.gr/el/stat/events/decreasing-weights-priors-and-their-applications
ABSTRACT
Decreasing weight prior distributions for mixture models play an important role in nonparametric Bayesian inference. Various random probability measures with decreasing weights have been previously explored and it has been shown that they provide an efficient alternative to the more traditional Dirichlet process mixture model. In this talk, a general procedure to define any decreasing weights model based on a characterization of a discrete random variable will be given, and their applications in density estimation and system identification problems will be presented.
#AUEB #AUEB_Stats
Christos Merkatas
(Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean)
Title: Decreasing weights priors and their applications
Friday, 13/12/2024 13:00 Room: T105, Troias Building https://www.dept.aueb.gr/el/stat/events/decreasing-weights-priors-and-their-applications ABSTRACT
Decreasing weight prior distributions for mixture models play an important role in nonparametric Bayesian inference. Various random probability measures with decreasing weights have been previously explored and it has been shown that they provide an efficient alternative to the more traditional Dirichlet process mixture model. In this talk, a general procedure to define any decreasing weights model based on a characterization of a discrete random variable will be given, and their applications in density estimation and system identification problems will be presented.
#AUEB #AUEB_Stats
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