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math.ST2026
Nonparametric quantile inference using Dirichlet processes
Nils Lid Hjort, Sonia Petrone
This chapter deals with nonparametric inference for quantiles from a Bayesian perspective, using the Dirichlet process. The posterior distribution for quantiles is characterised, e…
math.ST2026
Quasi-Bayes properties of a recursive procedure for mixtures
Sandra Fortini, Sonia Petrone
Bayesian methods are often optimal, yet increasing pressure for fast computations, especially with streaming data, brings renewed interest in faster, possibly sub-optimal, solution…
math.ST2024
Exchangeability, prediction and predictive modeling in Bayesian statistics
Sandra Fortini, Sonia Petrone
There is currently a renewed interest in the Bayesian predictive approach to statistics. This paper offers a review on foundational concepts and focuses on predictive modeling, whi…