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Multinomial data with randomly varying probabilities

Speaker: Rishideep Roy, Assistant Professor, Decision Sciences, IIM Bangalore

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Abstract: We consider a sequence of multinomial data, with multiple classes for each trial. We assume that the probabilities associated with these classes vary randomly over time. We show that under suitably chosen prior distribution on these probabilities, there is posterior consistency. We further consider an application of this method in calling elections, with voting data coming in multiple rounds.

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