Related papers: Characterization of exchangeable measure-valued P\…

Measure-valued P\'{o}lya sequences (MVPS) are processes whose dynamics are governed by generalized P\'{o}lya urn schemes with infinitely many colors. Assuming a general reinforcement rule, exchangeable MVPSs can be viewed as extensions of…

In a recent paper, the authors studied the distribution properties of a class of exchangeable processes, called measure-valued P\'{o}lya sequences (MVPS), which arise as the observation process in a generalized urn sampling scheme. Here we…

A P\'olya urn process is a Markov chain that models the evolution of an urn containing some coloured balls, the set of possible colours being $\{1,\ldots,d\}$ for $d\in \mathbb{N}$. At each time step, a random ball is chosen uniformly in…

In this paper, we prove convergence and fluctuation results for measure-valued P\'olya processes (MVPPs, also known as P\'olya urns with infinitely-many colours). Our convergence results hold almost surely and in $L^2$, under assumptions…

We define and prove limit results for a class of dominant P\'olya sequences, which are randomly reinforced urn processes with color-specific random weights and unbounded number of possible colors. Under fairly mild assumptions on the…

Our main result is to prove almost-sure convergence of a stochastic-approximation algorithm defined on the space of measures on a non-compact space. Our motivation is to apply this result to measure-valued P\'olya processes (MVPPs, also…

We consider a version of the classical P\'olya urn scheme which incorporates innovations. The space $S$ of colors is an arbitrary measurable set. After each sampling of a ball in the urn, one returns $C$ balls of the same color and…

In this paper, we consider a new type of urn scheme, where the selection probabilities are proportional to a weight function, which is linear but decreasing in the proportion of existing colours. We refer to it as the \emph{negatively…

Consider a generalized time-dependent P\'olya urn process defined as follows. Let $d\in \mathbb{N}$ be the number of urns/colors. At each time $n$, we distribute $\sigma_n$ balls randomly to the $d$ urns, proportionally to $f$, where $f$ is…

The present paper aims at describing in details the asymptotic composition of a class of d-colour P\'olya urn: namely balanced, tenable and irreducible urns. We decompose the composition vector of such urns according to the Jordan…

P\'olya urns are urns where at each unit of time a ball is drawn and replaced with some other balls according to its colour. We introduce a more general model: the replacement rule depends on the colour of the drawn ball and the value of…

Consider the multicolored urn model where, after every draw, balls of the different colors are added to the urn in a proportion determined by a given stochastic replacement matrix. We consider some special replacement matrices which are not…

A classical P\'olya urn scheme is a Markov process whose evolution is encoded by a replacement matrix $(R_{i,j})_{1\leq i,j\leq d}$. At every discrete time-step, we draw a ball uniformly at random, denote its colour $c$, and replace it in…

We consider the general version of P\'olya urns recently studied by Bandyopadhyay and Thacker (2016+) and Mailler and Marckert (2017), with the space of colours being any Borel space $S$ and the state of the urn being a finite measure on…

Let A be a standard Borel space, and consider the space A^{\bbN^{(k)}} of A-valued arrays indexed by all size-k subsets of \bbN. This paper concerns random measures on such a space whose laws are invariant under the natural action of…

We propose an elementary but effective approach to studying a general class of Poissonized tenable and balanced urns on two colors. We characterize the asymptotic behavior of the process via a partial differential equation that governs the…

We study a class of stochastic models of mass transport on discrete vertex set $V$. For these models, a one-parameter family of homogeneous product measures $\otimes_{i\in V} \nu_\theta$ is reversible. We prove that the set of mixtures of…

In this work we introduce a new type of urn model with infinite but countable many colors indexed by an appropriate infinite set. We mainly consider the indexing set of colors to be the $d$-dimensional integer lattice and consider balanced…

Dirichlet Process Mixtures (DPMs) are a popular class of statistical models to perform density estimation and clustering. However, when the data available have a distribution evolving over time, such models are inadequate. We introduce here…

We investigate ensembles of Matrix Product States (MPSs) generated by quantum circuit evolution followed by projection onto MPSs with a fixed bond dimension $\chi$. Specifically, we consider ensembles produced by: (i) random sequential…