A fleming-Viot process and Bayesian nonparametrics
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Publication:2467111
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 the 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'{o}lya-urn sequences has been established.
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Cited in
(11)- A class of measure-valued Markov chains and Bayesian nonparametrics
- Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities
- On a Gibbs sampler based random process in Bayesian nonparametrics
- Predictive inference with Fleming-Viot-driven dependent Dirichlet processes
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- The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference
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- Duality for a class of continuous-time reversible Markov models
- Computational challenges and temporal dependence in Bayesian nonparametric models
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