arXiv Analytics

Sign in

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
Subjects: 60G57, 60J35, 60J60, 92D15
Related articles: Most relevant | Search more
arXiv:0911.5473 [math.PR] (Published 2009-11-29)
Asymptotic and spectral properties of exponentially φ-ergodic Markov processes
arXiv:2004.05931 [math.PR] (Published 2020-04-13)
The spatial $Λ$-Fleming-Viot process in a random environment
arXiv:1210.7193 [math.PR] (Published 2012-10-26, updated 2014-02-17)
On the notion(s) of duality for Markov processes