A Fleming.Viot process and Bayesian nonparametrics

Authors
Walker, Stephen G. Hatjispyros, Spyridon J. Nicoleris, Theodoros
Citation
G. Walker, Stephen et al., A Fleming.Viot process and Bayesian nonparametrics, Annals of applied probability , 17(1), 2007, pp. 67-80
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
17
Issue
1
Year of publication
2007
Pages
67 - 80
Database
ACNP
SICI code
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 Pólya-urn sequences has been established.