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A Flaming-Viot Process and Bayesian non Parametric

Author

Listed:
  • 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.

Suggested Citation

  • Theodoros Nicoleris & Spyridon J. Hatjispyros & Stephen G. Walker, 2006. "A Flaming-Viot Process and Bayesian non Parametric," ICER Working Papers - Applied Mathematics Series 17-2006, ICER - International Centre for Economic Research.
    • Handle: RePEc:icr:wpmath:17-2006
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    File URL: http://www.bemservizi.unito.it/repec/icr/wp2006/ICERwp17-06.pdf
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    References listed on IDEAS

    as
    1. Michael K. Pitt & Chris Chatfield & Stephen G. Walker, 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;Swedish Statistical Association, vol. 29(4), pages 657-663, December.
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