Construction and Stationary Distribution of the Fleming-Viot Process with Viability Selection
AbstractThis 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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Bibliographic InfoPaper provided by ICER - International Centre for Economic Research in its series ICER Working Papers - Applied Mathematics Series with number 14-2007.
Length: 14 pages
Date of creation: Mar 2007
Date of revision:
Fleming-Viot process; semi-Markov process; viability selection; stationary distribution; two-parameter Poisson-Dirichlet process.;
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- 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.
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