arXiv:math/0702885 [math.PR]AbstractReferencesReviewsResources
A Fleming--Viot process and Bayesian nonparametrics
Stephen G. Walker, Spyridon J. Hatjispyros, Theodoros Nicoleris
Published 2007-02-28Version 1
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.
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)
Journal: Annals of Applied Probability 2007, Vol. 17, No. 1, 67-80
Categories: math.PR
Keywords: fleming-viot process, bayesian nonparametrics, fleming-viot measure valued diffusion process, chapman-kolmogorov consistency conditions, markov processes
Tags: journal article
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