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A Fleming--Viot process and Bayesian nonparametrics

Stephen G. Walker·Spyridon J. Hatjispyros·Theodoros Nicoleris
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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.

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Stephen G. Walker, Spyridon J. Hatjispyros, Theodoros Nicoleris. 2007-02-28. A Fleming--Viot process and Bayesian nonparametrics. https://doi.org/10.1214/105051606000000600

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