Stick-breaking processes, clumping, and Markov chain occupation laws
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Publication:6133714
DOI10.1007/S13171-020-00236-XzbMATH Open1520.60037arXiv1901.08135OpenAlexW3118497500MaRDI QIDQ6133714FDOQ6133714
Authors: Zach Dietz, William Lippitt, Sunder Sethuraman 
Publication date: 21 August 2023
Published in: Sankhyā. Series A (Search for Journal in Brave)
Abstract: We consider the connections among `clumped' residual allocation models (RAMs), a general class of stick-breaking processes including Dirichlet processes, and the occupation laws of certain discrete space time-inhomogeneous Markov chains related to simulated annealing and other applications. An intermediate structure is introduced in a given RAM, where proportions between successive indices in a list are added or clumped together to form another RAM. In particular, when the initial RAM is a Griffiths-Engen-McCloskey (GEM) sequence and the indices are given by the random times that an auxiliary Markov chain jumps away from its current state, the joint law of the intermediate RAM and the locations visited in the sojourns is given in terms of a `disordered' GEM sequence, and an induced Markov chain. Through this joint law, we identify a large class of `stick breaking' processes as the limits of empirical occupation measures for associated time-inhomogeneous Markov chains.
Full work available at URL: https://arxiv.org/abs/1901.08135
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Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Bayesian problems; characterization of Bayes procedures (62C10) Random measures (60G57)
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