Professor Petros Dellaportas (Athens University and UCL)

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Professor Petros Dellaportas (Athens University and UCL)

January 21, 2015 @ 2:00 pm - 3:00 pm UTC+0

Title: “Bayesian Hierarchical Mixture Modelling”.
Abstract: “Bayesian hierarchical models provide a useful model structure for combining information from related experiments. In their basic formulation, it is assumed that the parameters of the model satisfy the assumption of exchangeability. We investigate a generalization of the basic Bayesian hierarchical model by assuming a partial exchangeability structure
which is modelled with a finite mixture of normals with unknown number of components. We will discuss why this assumption is more appealing and provide illustrative examples from finance and genetics.

Details

Date:
January 21, 2015
Time:
2:00 pm - 3:00 pm UTC+0
Event Categories:
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