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Construction and Stationary Distribution of the Fleming-Viot Process with Viability Selection

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Author Info
Stephen G. Walker ()
Matteo Ruggiero ()
Abstract

This paper provides an explicit construction of the Fleming-Viot process with viability selection in a Bayesian nonparametric framework, and derives its stationary distribution. The measure-valued diffusion is obtained as the infinite population limit of the empirical measures of a semi-Markov process of exchangeable particles. In the limit the stationary distribution is shown to be the two-parameter Poisson-Dirichlet process, also known as the Pitman-Yor process.

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Publisher Info
Paper provided by ICER - International Centre for Economic Research in its series ICER Working Papers - Applied Mathematics Series with number 14-2007.

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Length: 14 pages
Date of creation: Mar 2007
Date of revision:
Handle: RePEc:icr:wpmath:14-2007

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Related research
Keywords: Fleming-Viot process; semi-Markov process; viability selection; stationary distribution; two-parameter Poisson-Dirichlet process.;

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  1. Stefano Favaro & Matteo Ruggiero & Dario Spanò & Stephen G. Walker, 2007. "The Neutral Population Model and Bayesian Nonparametrics," ICER Working Papers - Applied Mathematics Series 18-2007, ICER - International Centre for Economic Research. [Downloadable!]
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