Seminar Details

Seminar Details


May 21

3:30 pm

Bayesian Exploration of Heterogeneity, With the Aid of Variable Dimension MCMC

Peter Green (Joint with Biostatistics)


University of Bristol - Department of Mathematics

We revisit the classic problem of finite mixture estimation with number of components unknown, proposing fully Bayesian modelling and analysis. Key ingredients - hierarchical modelling using weakly informative priors, MCMC methodology handling a variable-dimension parameter, and extraction of information from a posterior sample of functions - have relevance well beyond mixture analysis.