Urn schemes and reinforced random walks

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:88

Article

Muliere, P ; Secchi, P ; Walker, SG

关键词: urn schemes;    reinforced random walks;    partial exchangeability;    mixture of Markov chains;    Bayesian nonparametrics;   

DOI  :  10.1016/S0304-4149(99)00119-2

来源: Elsevier

【 摘 要 】

We define a reinforced um 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 Polya trees, the beta-Stacy process and, in general, neutral to the right processes can be derived from RUPs. Applications to survival data are examined. (C) 2000 Elsevier Science B.V. All rights reserved. MSG, primary 62C10; secondary 62G99.

【 授权许可】

Free