We propose a class of Bayesian semiparametric mixed-effects models; its distinctive feature is the randomness of the grouping of observations, which can be inferred from the data. The model can be viewed under a more natural perspective, as a Bayesian semiparametric regression model on the...

Multiple time series data may exhibit clustering over time and the clustering effect may change across different series. This paper is motivated by the Bayesian non-parametric modelling of the dependence between clustering effects in multiple time series analysis. We follow a Dirichlet process...

We present a dependent Bayesian nonparametric model for the proba- bilistic modelling of species-by-site data, i.e. population data where observations at different sites are classified into distinct species. We use a dependent version of the Griffiths-Engen-McCloskey distribution, the...

Although there have been a lot of developpements in the recent years on estimation in Bayesian nonparametric models, from a theoretical point view as well as from a methodological point of view, little has been done on Bayesian testing in nonparametric frameworks. In this talk I will be...

A full Bayesian analysis is developed for an extension to the short-term and long-term hazard ratios model that has been previously introduced. This model is specified by two parameters, short- and long-term hazard ratios respectively, and an unspecified baseline function. Furthermore, the model...

GARCH models are commonly used for describing, estimating and predicting the dynamics of financial returns. Here, we relax the usual parametric distributional assumptions of GARCH models and develop a Bayesian semiparametric approach based on modeling the innovations using the class of scale...

Most of the Bayesian nonparametric models for non-exchangeable data that are used in applications are based on some extension to the multivariate setting of the Dirichlet process, the best known being MacEachern’s dependent Dirichlet process. A comparison of two recently introduced classes of...