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February 2007 A Fleming–Viot process and Bayesian nonparametrics
Stephen G. Walker, Spyridon J. Hatjispyros, Theodoros Nicoleris
Ann. Appl. Probab. 17(1): 67-80 (February 2007). DOI: 10.1214/105051606000000600

Abstract

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.

Citation

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Stephen G. Walker. Spyridon J. Hatjispyros. Theodoros Nicoleris. "A Fleming–Viot process and Bayesian nonparametrics." Ann. Appl. Probab. 17 (1) 67 - 80, February 2007. https://doi.org/10.1214/105051606000000600

Information

Published: February 2007
First available in Project Euclid: 13 February 2007

zbMATH: 1131.60045
MathSciNet: MR2292580
Digital Object Identifier: 10.1214/105051606000000600

Subjects:
Primary: 60G57 , 60J35
Secondary: 60J60 , 92D15

Keywords: Chapman–Kolmogorov , diffusion process , Dirichlet process , Pólya-urn scheme , Population genetics

Rights: Copyright © 2007 Institute of Mathematical Statistics

Vol.17 • No. 1 • February 2007
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