【主 题】 Stick-breaking Pitman-Yor processes given the species sampling size.

【报告人】 Lancelot F. JAMES, 教授

香港科技大学

【时 间】 2019年10月16日（星期三）16:00-17:00

【地 点】 上海财经大学统计与管理学院大楼1208会议室

【摘 要】Random discrete distributions, say F known as species sampling models, represent a rich class of models for classification and clustering, in Bayesian statistics and machine learning. They also arise in various areas of probability and its applications. Jim Pitman, within the species sampling context, shows that mixed Poisson processes may be interpreted as the sample size up till a given time or in terms of waiting times of appearance of individuals to be classified. He notes connections to some recent work in the Bayesian statistic/machine learning literature, with some more classical results. In this paper we derive explicit stick-breaking representations of F, when it is the popular Pitman-Yor process, given the number of species that have appeared at a given time, which is modelled naturally by a mixed Poisson process.

【嘉宾简介】Lancelot F. JAMES ，currently a Chair Professor in the Department of ISOM, Hong Kong University of Science and Technology. Elected Fellow of the Institute of Mathematical Statistics          

【主持人】张志远