Hierarchical reinforced urn processes
We define a class of reinforced urn processes, based on Hoppe’s urn scheme, that are Markov exchangeable, with a countable and possibly unknown state space. This construction extends the reinforced urn processes developed by Muliere et al. (2000) and widely used in Bayesian nonparametric inference and survival analysis. We also shed light on the connections with apparently unrelated constructions, recently proposed in the machine learning literature, such as the infinite hidden Markov model, offering a general framework for a deeper study of their theoretical properties.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 82 (2012)
Issue (Month): 8 ()
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Lorenzo Trippa & Paolo Bulla & Sonia Petrone, 2011. "Extended Bernstein prior via reinforced urn processes," Annals of the Institute of Statistical Mathematics, Springer, vol. 63(3), pages 481-496, June.
- Muliere, P. & Secchi, P. & Walker, S. G., 2000. "Urn schemes and reinforced random walks," Stochastic Processes and their Applications, Elsevier, vol. 88(1), pages 59-78, July.
- Muliere, Pietro & Secchi, Piercesare & Walker, Stephen, 2005. "Partially exchangeable processes indexed by the vertices of a k-tree constructed via reinforcement," Stochastic Processes and their Applications, Elsevier, vol. 115(4), pages 661-677, April.
- Teh, Yee Whye & Jordan, Michael I. & Beal, Matthew J. & Blei, David M., 2006. "Hierarchical Dirichlet Processes," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1566-1581, December.
- Pasquale Cirillo & Jürg Hüsler & Pietro Muliere, 2010. "A Nonparametric Urn-Based Approach To Interacting Failing Systems With An Application To Credit Risk Modeling," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 13(08), pages 1223-1240.
- Mezzetti, Maura & Muliere, Pietro & Bulla, Paolo, 2007. "An application of reinforced urn processes to determining maximum tolerated dose," Statistics & Probability Letters, Elsevier, vol. 77(7), pages 740-747, April.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:82:y:2012:i:8:p:1521-1529. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.