A Fleming-Viot Process and Bayesian Nonparametrics
Copyright policy )A Fleming-Viot Process and Bayesian Nonparametrics
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)
- University of Kent United Kingdom
- University of the Aegean Greece
Probability (math.PR), Transition functions, generators and resolvents, population genetics, 92D15, Dirichlet process, Problems related to evolution, Chapman–Kolmogorov, 60J35, FOS: Mathematics, 60G57, 60G57, 60J35 (Primary) 60J60, 92D15 (Secondary), QA276, Chapman-Kolmogorov, diffusion process, Diffusion processes, Pólya-urn scheme, 60J60, Random measures, Probability
Probability (math.PR), Transition functions, generators and resolvents, population genetics, 92D15, Dirichlet process, Problems related to evolution, Chapman–Kolmogorov, 60J35, FOS: Mathematics, 60G57, 60G57, 60J35 (Primary) 60J60, 92D15 (Secondary), QA276, Chapman-Kolmogorov, diffusion process, Diffusion processes, Pólya-urn scheme, 60J60, Random measures, Probability
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