Urn schemes and reinforced random walks
نویسندگان
چکیده
We de ne 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 P olya 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. MSC: primary 62C10; secondary 62G99
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