Fabrizio Leisen (University of Kent)

Compound Random Measures

2 February 2018, 12:00 pm

Compound Random Measures (CoRM's) have been recently introduced by Griffin and Leisen (2017) and represent a general and tractable class of vectors of Completely Random Measures.  This talk aims to provide an overview about CoRM's by illustrating some recent developments about their use in Bayesian nonparametrics.