Statistics Seminar - Noah Forman - Exchangeability and Random Hierarchies

Description


T13 - 107
Speaker: Noah Forman (McMaster University)

Title: Exchangeability and Random Hierarchies

Abstract:  A sequence of random variables is exchangeable if every permutation of the sequence has the same probability distribution as the original. This is a weaker variant of the property of being independent and identically distributed (i.i.d.). This expository talk will discuss Polya's Urn and the Chinese Restaurant Process, two classical examples of exchangeable sequences and structures, and their applications in Bayesian inference. We will conclude with a general characterization of exchangeable random hierarchies, with examples based on the fat Cantor set and the Brownian CRT.
Go Back
McMaster University - Faculty of Science | Math & Stats