A Fleming-Viot process and Bayesian nonparametrics

• 成果类型: Article
• 署名作者: Walker, Stephen G.; Hatjispyros, Spyridon J.; Nicoleris, Theodoros
• 署名单位: University of Kent; University of Aegean
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/105051606000000600
• 发表日期: 2007
• 页码: 67-80
• 关键词: DISTRIBUTIONS; models

摘要

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 Polya-urn sequences has been established.