Colloquium

Department of Statistics

Colloquium
Feb 27 (Fri) 11 a.m.
Alavi Commons Room, 6625 Everett Tower

Bayesian semiparametric latent variable model with application to study of bleeding in relation to Fibroid Tumor

Mingan Yang
Central Michigan University

In parametric hierarchical models, it is standard practice to place mean and variance constraints on the latent variable distributions for the sake of identifiability and interpretability. Because incorporation of such constraints is challenging in semiparametric models that allow latent variable distributions to be unknown, previous methods either constrain the median or avoid constraints. In this article, we propose a centered stick-breaking process (CSBP), which induces mean and variance constraints on an unknown distribution in a hierarchical model. This is accomplished by viewing an unconstrained stick-breaking process as a parameter-expanded version of a CSBP. An efficient blocked Gibbs sampler is developed for approximate posterior computation. The methods are illustrated through a simulated example and an epidemiologic application.

All statistics students are expected to attend.

Past colloquiums