A fleming-Viot process and Bayesian nonparametrics

DOI10.1214/105051606000000600zbMATH Open1131.60045arXivmath/0702885OpenAlexW3122254878MaRDI QIDQ2467111FDOQ2467111

Spyridon J. Hatjispyros, Theodoros Nicoleris, Stephen G. Walker

Publication date: 18 January 2008

Published in: The Annals of Applied Probability (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/math/0702885

zbMATH Keywords

population geneticsDirichlet processdiffusion processChapman-Kolmogorov[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=P%EF%BF%BD%EF%BF%BDlya-urn+scheme&go=Go P��lya-urn scheme]

Mathematics Subject Classification ID

Problems related to evolution (92D15) Diffusion processes (60J60) Random measures (60G57) Transition functions, generators and resolvents (60J35)

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Cited In (9)

• Title not available (Why is that?)
• A class of measure-valued Markov chains and Bayesian nonparametrics
• On a Gibbs sampler based random process in Bayesian nonparametrics
• Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities
• Computational challenges and temporal dependence in Bayesian nonparametric models
• Predictive inference with Fleming-Viot-driven dependent Dirichlet processes
• The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference
• Smoothing distributions for conditional Fleming-Viot and Dawson-Watanabe diffusions
• Duality for a class of continuous-time reversible Markov models

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