Hierarchical reinforced urn processes
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Publication:449009
DOI10.1016/j.spl.2012.04.012zbMath1282.62018MaRDI QIDQ449009
Publication date: 11 September 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.04.012
Bayesian nonparametrics; partial exchangeability; mixtures of Markov chains; infinite hidden Markov models; Hoppe's urn
62C10: Bayesian problems; characterization of Bayes procedures
60C05: Combinatorial probability
60G09: Exchangeability for stochastic processes
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Bayesian nonparametric analysis of reversible Markov chains, Predictive construction of priors in Bayesian nonparametrics, Joint and survivor annuity valuation with a bivariate reinforced urn process, Bayesian non-parametrics and the probabilistic approach to modelling
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