Di Finetti Afternoon, two seminars on Non-Parametric Bayesian Analysis, 2-5pm

Dr Antonio Lijoi (Pavia, Italy)

Priors for vectors of probability distributions

In this talk we describe the construction of a nonparametric prior for vectors of probablility distributions obtained by a suitable transformation of completely random measures.  The dependence between random probability distributions by a Levy copula.  A first example that will be presented concerns a prior for a pair of survival functions and it will be used to model two-sample data: a posterior characterization, conditionally on possibly right-censored data, will be provided.  Then, a vector of random probabilities, with two-parameter Poisson-Dirichlet marginals, is introduced.