A Fleming--Viot process and Bayesian nonparametrics

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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 Pólya-urn sequences has been established.
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)

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Probability, 60G57, 60J35 (Primary) 60J60, 92D15 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/124831

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0702885
 http://arxiv.org/abs/math/0702885
 Annals of Applied Probability 2007, Vol. 17, No. 1, 67-80
 doi:10.1214/105051606000000600

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arXiv