On generalized Pólya urn models
نویسندگان
چکیده
منابع مشابه
On Generalized Pólya Urn Models
We study an urn model introduced in the paper of Chen and Wei [2], where at each discrete time step m balls are drawn at random from the urn containing colors white and black. Balls are added to the urn according to the inspected colors, generalizing the well known Pólya-Eggenberger urn model, case m = 1. We provide exact expressions for the expectation and the variance of the number of white b...
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This article introduces a class of first-order stationary time-varying Pitman-Yor processes. Subsuming our construction of time-varying Dirichlet processes presented in (Caron et al., 2007), these models can be used for time-dynamic density estimation and clustering. Our intuitive and simple construction relies on a generalized Pólya urn scheme. Significantly, this construction yields marginal ...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2000
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(00)00045-6