A Fleming--Viot process and Bayesian nonparametrics
Probability
2007-05-23 v1
Abstract
This paper provides a construction of a Fleming--Viot measure valued diffusion process, for which the transition function is known, by extending recent ideas of the Gibbs sampler based Markov processes. In particular, we concentrate on the Chapman--Kolmogorov consistency conditions which allows a simple derivation of such a Fleming--Viot process, once a key and apparently new combinatorial result for P\'{o}lya-urn sequences has been established.
Cite
@article{arxiv.math/0702885,
title = {A Fleming--Viot process and Bayesian nonparametrics},
author = {Stephen G. Walker and Spyridon J. Hatjispyros and Theodoros Nicoleris},
journal= {arXiv preprint arXiv:math/0702885},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/105051606000000600 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)