A Flaming-Viot Process and Bayesian non Parametric

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 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´olya-urn sequences has been established.

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Year of publication:	2006-07
Authors:	Nicoleris, Theodoros ; Hatjispyros, Spyridon J. ; Walker, Stephen G.
Institutions:	International Centre for Economic Research (ICER)
Subject:	Chapman-Kolmogorov \| Diffusion process \| Dirichlet process \| Polyaurn scheme \| Population genetics

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Extent:	application/pdf
Series:	ICER Working Papers - Applied Mathematics Series.
Type of publication:	Book / Working Paper
Language:	English
Notes:	16 pages long
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004980483