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Nonparametric Bayesian Inference
Contributions by Jean-Marie Rolin
Angleščina
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This book is a compilation of unpublished papers written by Jean-Marie Rolin (with several co-authors) on nonparametric bayesian estimation. Jean-Marie was professor of statistics at University of Louvain and died on November 5th, 2018. He made important contributions in mathematical statistics with applications to different fields like econometrics or biometrics.These papers cover a variety of topics, including:- Mathematical structure of the Bayesian model and main concepts (sufficiency, analarity, invariance...)- Representation of the Dirichlet processes and of the associated Polya urn model and applications to nonparametric bayesian analysis.- Contributions on duration models and on their non parametric bayesian treatment.
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