COOKIES: By using this website you agree that we can place Google Analytics Cookies on your device for performance monitoring. |

University of Cambridge > Talks.cam > Statistics Reading Group > Ferguson's 1973 paper on the Dirichlet process

## Ferguson's 1973 paper on the Dirichlet processAdd to your list(s) Download to your calendar using vCal - University of Cambridge
- Wednesday 25 February 2009, 16:30-17:30
- MR5, CMS.
If you have a question about this talk, please contact Richard Samworth. In 1973, Ferguson proposed to perform nonparametric estimation in a Bayesian framework by defining a prior distribution on an infinite-dimensional parameter space (the set of probability measures over a given domain). When applied to a finite set of observations, only a finite number out of the infinitely many degrees of freedom is used to explain the data, which accounts for the term “nonparametric”. The prior model is constructed as a stochastic process, with Dirichlet marginals and pathes in the set of probability measures over a separable metric space, that Ferguson called a “Dirichlet process”. His estimation model has a conjugate form with a closed-form solution for the posterior parameters, which mimics the conjugate posteriors of the Dirichlet marginals under a multinomial sampling model. Measures drawn at random from the Dirichlet process are a.s. discrete. I will review Ferguson’s construction and his application of the model to sample observations. I also intend to briefly discuss the two major lines of research which developed from Ferguson’s paper: One that attempts to overcome the model’s discreteness in order to construct “universal” priors, and one that exploits discreteness to generalize the notion of finite mixtures and related models. Article: http://www.ams.org/mathscinet-getitem?mr=350949 TS Ferguson, “A Bayesian analysis of some nonparametric problems” Ann. Statist. 1 (1973), 209—230. This talk is part of the Statistics Reading Group series. ## This talk is included in these lists:- All CMS events
- All Talks (aka the CURE list)
- CMS Events
- DPMMS Lists
- DPMMS info aggregator
- DPMMS lists
- MR5, CMS
- School of Physical Sciences
- Statistical Laboratory info aggregator
- Statistics Group
- Statistics Reading Group
Note that ex-directory lists are not shown. |
## Other listsThe Archimedeans (CU Mathematical Society) International Cafe Scientifique Zoology Department - Seminars and Events## Other talksThe Parallel Replica Algorithm: Mathematical Foundations and Recent Developments Is human evolution a big deal? Major, minor and mosaic transitions in our evolutionary past. Prof Christoph Binder - title TBC Conservation impacts of a warming climate: changes in Massachusetts since the time of Thoreau (1817-1862) Schistosomiasis – what more do we need to know about the parasite and related disease in the move towards elimination? Challenges for an improved understanding of sea level extremes and coastal flood mitigation |