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.
paper
Bayesian nonparamteric; hierarchical process; Pitman-Yor process; Prediction; Random measure; Species sampling;
English
4th Conference of the International Society for Nonparametric Statistics (ISNPS)
2018
La Rocca, M; Liseo, B; Salmaso, L
Nonparametric Statistics 4th ISNPS, Salerno, Italy, June 2018
978-303057305-8
2020
339
113
121
none
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].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/296437
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