Open Access
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.

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Copyright © 2007 Institute of Mathematical Statistics
Stephen G. Walker, Spyridon J. Hatjispyros, and Theodoros Nicoleris "A Fleming–Viot process and Bayesian nonparametrics," The Annals of Applied Probability 17(1), 67-80, (February 2007). https://doi.org/10.1214/105051606000000600
Published: February 2007
Vol.17 • No. 1 • February 2007
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