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Statistics and Computing

, Volume 23, Issue 1, pp 1–15 | Cite as

On Bayesian nonparametric modelling of two correlated distributions

  • M. Kolossiatis
  • J. E. Griffin
  • M. F. J. Steel
Article

Abstract

In this paper, we consider the problem of modelling a pair of related distributions using Bayesian nonparametric methods. A representation of the distributions as weighted sums of distributions is derived through normalisation. This allows us to define several classes of nonparametric priors. The properties of these distributions are explored and efficient Markov chain Monte Carlo methods are developed. The methodology is illustrated on simulated data and an example concerning hospital efficiency measurement.

Keywords

Dependent Dirichlet process Markov chain Monte Carlo Normalised random measures Pólya-urn scheme Split-merge move 

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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  • M. Kolossiatis
    • 1
  • J. E. Griffin
    • 2
  • M. F. J. Steel
    • 3
  1. 1.Cyprus University of TechnologyLimassolCyprus
  2. 2.University of KentCanterburyUK
  3. 3.Department of StatisticsUniversity of WarwickCoventryUK

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