A Flaming-Viot Process and Bayesian non Parametric

Theodoros Nicoleris (), Spyridon J. Hatjispyros () and Stephen G. Walker ()

ICER Working Papers - Applied Mathematics Series from ICER - International Centre for Economic Research

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 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´olya-urn sequences has been established.

Keywords: Chapman-Kolmogorov; Diffusion process; Dirichlet process; Polyaurn scheme; Population genetics. (search for similar items in EconPapers)
Pages: 16 pages
Date: 2006-07
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Persistent link: https://EconPapers.repec.org/RePEc:icr:wpmath:17-2006

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