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A Flaming-Viot Process and Bayesian non Parametric

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Author Info
Theodoros Nicoleris ()
Spyridon J. Hatjispyros ()
Stephen G. Walker ()
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 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 P´olya-urn sequences has been established.

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File URL: http://www.icer.it/docs/wp2006/ICERwp17-06.pdf
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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 17-2006.

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Length: 16 pages
Date of creation: Jul 2006
Date of revision:
Handle: RePEc:icr:wpmath:17-2006

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Related research
Keywords: Chapman-Kolmogorov; Diffusion process; Dirichlet process; Polyaurn scheme; Population genetics.;

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  1. Michael K. Pitt, 2002. "Constructing First Order Stationary Autoregressive Models via Latent Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 29(4), pages 657-663. [Downloadable!] (restricted)
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This page was last updated on 2009-12-21.


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