A characterisation of Pólya tree distributions (Q1359718)
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English | A characterisation of Pólya tree distributions |
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A characterisation of Pólya tree distributions (English)
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21 November 1997
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Trees of Pólya urns are used to generate sequences of exchangeable random variables [\textit{R. D. Mauldin}, \textit{W. D. Sudderth} and \textit{S. C. Williams}, Ann. Stat. 20, No. 3, 1203-1221 (1992; Zbl 0765.62006); \textit{M. Lavine}, ibid. 22, No. 3, 1161-1176 (1994; Zbl 0820.62016)]. The authors give a characterization of the Pólya tree prior using only a special class of predictive probabilities. Dirichlet and beta processes are shown to be special cases of this process.
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Pólya trees
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predictive distribution
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