AUEB Stats Seminar by Christos Merkatas

Name: AUEB Stats Seminar by Christos Merkatas
Start: 2024-12-13T13:00:00+02:00
Location: Τ105, Κτίριο Τροίας

Schedule

Fri Dec 13 2024 at 01:00 pm

UTC+02:00

Location

Τ105, Κτίριο Τροίας | Athens, AT

ΚΥΚΛΟΣ ΣΕΜΙΝΑΡΙΩΝ ΣΤΑΤΙΣΤΙΚΗΣ 2024-2025

Christos Merkatas,
Department of Statistics and Actuarial-Financial Mathematics
University of the Aegean
Decreasing weights priors and their applications

ΠΕΡΙΛΗΨΗ
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.

Where is it happening?

Τ105, Κτίριο Τροίας, Τσόχα Αναστασίου 8, 115 21 Αθήνα, Ελλάδα,Athens, Greece

Event Location & Nearby Stays:

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