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A Bayesian nonparametric model for binary random variables is introduced. The characterization of the probability model is based on the Dirichlet process and on the Poisson hyperplane tessellation model. These two stochastic models are combined in order to adapt, under the hypothesis of partial...
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A Polya tree is characterised by a special class of predictive probabilities.
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This paper introduces a bivariate Dirichlet process for modelling a partially exchangeable sequence of observables. The proposed model would be relevant when two distributions are unknown but are thought to be close to each other. For two random distributions with the same marginals, the belief...
Persistent link: https://www.econbiz.de/10005259243
Based on reinforced urn process introduced by Muliere et al. [2000. Urn schemes and reinforced random walks. Stochastic Process. Appl. 88(1), 59-78] we propose a Bayesian nonparametric approach to analyse a design determining the maximum tolerated dose (MTD) in Phase I clinical trials for new...
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In this paper we propose a new nonparametric approach to interacting failing systems (FS), that is systems whose probability of failure is not negligible in a fixed time horizon, a typical example being firms and financial bonds. The main purpose when studying a FS is to calculate the...
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