Urn schemes and reinforced random walks. (Q1877504)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Urn schemes and reinforced random walks. |
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Urn schemes and reinforced random walks. (English)
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7 September 2004
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The authors introduce a reinforced urn process (RUP) as a random walk on a state space of urns with some particular properties. Some useful properties are derived. It appears that some Bayesian nonparametric priors can be derived from RUPs. Applications to survival analysis are presented.
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urn schemes
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reinforced random walks
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mixture of Markov chains
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Bayesian nonparametrics
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