Predictive Constructions Based on Measure-Valued Pólya Urn Processes

Predictive Constructions Based on Measure-Valued Pólya Urn Processes

Measure-valued Pólya urn processes (MVPP) are Markov chains with an additive structure that serve as an extension of the generalized <i>k</i>-color Pólya urn model towards a continuum of possible colors. We prove that, for any MVPP <inline-formula><math xmlns="http://www.w3...

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Bibliographic Details
Main Authors: Sandra Fortini, Sonia Petrone, Hristo Sariev
Format: Article
Language:English
Published: MDPI AG 2021-11-01
Series:Mathematics
Subjects:
predictive distributions
random probability measures
reinforced processes
Pólya sequences
urn schemes
Bayesian inference
Online Access:https://www.mdpi.com/2227-7390/9/22/2845

Internet

https://www.mdpi.com/2227-7390/9/22/2845

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