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Convexification and multimodality of random probability measures

Friday 10th August 2007 - 14:00 to 15:00
INI Seminar Room 1

In this work we develop and describe a new class of nonparametric prior distributions on the subspace of the random multivariate distributions. Our methodology is based on a variant of Khinchin's representation theorem for unimodal distributions extended to multimodal multivariate cases. Results using our approach in a bivariate setting with a random draw from a Dirichlet process are presented.

Related Links

University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons