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Title: Modelling via normalisation for parametric and nonparametric inference
Author: Kolossiatis, Michalis
ISNI:       0000 0004 2679 2990
Awarding Body: University of Warwick
Current Institution: University of Warwick
Date of Award: 2009
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Bayesian nonparametric modelling has recently attracted a lot of attention, mainly due to the advancement of various simulation techniques, and especially Monte Carlo Markov Chain (MCMC) methods. In this thesis I propose some Bayesian nonparametric models for grouped data, which make use of dependent random probability measures. These probability measures are constructed by normalising infinitely divisible probability measures and exhibit nice theoretical properties. Implementation of these models is also easy, using mainly MCMC methods. An additional step in these algorithms is also proposed, in order to improve mixing. The proposed models are applied on both simulated and real-life data and the posterior inference for the parameters of interest are investigated, as well as the effect of the corresponding simulation algorithms. A new, n-dimensional distribution on the unit simplex, that contains many known distributions as special cases, is also proposed. The univariate version of this distribution is used as the underlying distribution for modelling binomial probabilities. Using simulated and real data, it is shown that this proposed model is particularly successful in modelling overdispersed count data.
Supervisor: Not available Sponsor: Engineering and Physical Sciences Research Council (Great Britain) (EPSRC) ; University of Warwick. Centre for Research in Statistical Methodology (CRiSM) ; Cyprus. Hypourgeio Oikonomikōn [Cyprus. Ministry of Finance] (C.MoF)
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: HG Finance ; HA Statistics