Urn schemes and reinforced random walks

P. Muliere, P. Secchi and S. G. Walker

Stochastic Processes and their Applications, 2000, vol. 88, issue 1, 59-78

Abstract: We define a reinforced urn process (RUP) to be a reinforced random walk on a state space of urns and we show its partial exchangeability. When it is recurrent, a RUP is a mixture of Markov chains and we characterize its mixing distribution on the space of stochastic matrices. Many Bayesian nonparametric priors, like Pólya trees, the beta-Stacy process and, in general, neutral to the right processes can be derived from RUPs. Applications to survival data are examined.

Keywords: Urn; schemes; Reinforced; random; walks; Partial; exchangeability; Mixture; of; Markov; chains; Bayesian; nonparametrics (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (17)

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