Random probability measures via Polya sequences: revisiting the Blackwell-MacQueen urn scheme

2003/09/02 by Hemant Ishwaran, Ishwaran, Hemant, Mahmoud Zarepour +1
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR

paper · pdf · doi:10.48550/arxiv.math/0309041

arxiv created 2003/09/02 · arxiv updated 2009/12/01

Abstract

Sufficient conditions are developed for a class of generalized Polya urn schemes ensuring exchangeability. The extended class includes the Blackwell-MacQueen Polya urn and the urn schemes for the two-parameter Poisson-Dirichlet process and finite dimensional Dirichlet priors among others.

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