Seminar of Prof. Lancelot Lancelot F. James
- Speaker: Prof. Lancelot F. James ( Hong Kong University of Science and Technology)
- Date and Time: 9:30 - 11 AM, Friday (01/12/2017)
- Venue: Lecture Hall, John von Neumann Institute
- Title: Chinese restaurant and Indian Buffet restaurant processes. Brownian excursions and Poisson Random measures
- Abstract: Chinese Restaurant (CRP) and Indian Buffet Restaurant (IBP) processes arise as generative processes for clustering and latent feature generation in Bayesian nonparametric statistics and Bayesian Machine Learning.
The CRP, which has a much longer history, manifests itself in many ways throughout the broad literature arising for instance in populations genetics, construction of random trees and graphs. In addition to describing basic facts associated with the CRP and IBP I shall show how these processes are connected to such phenomena as Brownian excursion and general Poisson random measures.
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