In the present paper, we address the problem of prediction within the setting of species sampling models. We consider d populations composed of different species with unknown proportions. Our goal is to predict specific features of additional and unobserved samples from the d populations by adopting a Bayesian nonparametric model. We focus on a broad class of hierarchical priors. These were introduced and investigated in[1], where also an algorithm for drawing predictions is devised, however, without any specific numerical illustration. The aim of this paper is twofold: on the one hand, we provide an illustration with an actual implementation of the algorithm of[1] and, on the other hand, we discuss its relevance with respect to complex prediction problems with species sampling data.
Camerlenghi, F., Lijoi, A., Pruenster, I. (2020). Bayesian nonparametric prediction with multi-sample data. In Nonparametric Statistics 4th ISNPS, Salerno, Italy, June 2018 (pp.113-121) [10.1007/978-3-030-57306-5_11].
Bayesian nonparametric prediction with multi-sample data
Camerlenghi, F;
2020
Abstract
In the present paper, we address the problem of prediction within the setting of species sampling models. We consider d populations composed of different species with unknown proportions. Our goal is to predict specific features of additional and unobserved samples from the d populations by adopting a Bayesian nonparametric model. We focus on a broad class of hierarchical priors. These were introduced and investigated in[1], where also an algorithm for drawing predictions is devised, however, without any specific numerical illustration. The aim of this paper is twofold: on the one hand, we provide an illustration with an actual implementation of the algorithm of[1] and, on the other hand, we discuss its relevance with respect to complex prediction problems with species sampling data.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.