Urn schemes and reinforced random walks.
type: Item
instance of: scholarly article
title: Urn schemes and reinforced random walks.
zbMATH Open document ID: 1045.62006
DOI: 10.1016/S0304-4149(99)00119-2
author: Piercesare Secchi
author: Pietro Muliere
author: Stephen G. Walker
published in: Stochastic Processes and their Applications
publication date: 2004-09-07T00:00:00Z
review text: The authors introduce a reinforced urn process (RUP) as a random walk on a state space of urns with some particular properties. Some useful properties are derived. It appears that some Bayesian nonparametric priors can be derived from RUPs. Applications to survival analysis are presented.
Mathematics Subject Classification ID: 62C10
Mathematics Subject Classification ID: 62G99
Mathematics Subject Classification ID: 62F99
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 2098323
zbMATH Keywords: urn schemes
zbMATH Keywords: reinforced random walks
zbMATH Keywords: mixture of Markov chains
zbMATH Keywords: Bayesian nonparametrics
reviewed by: Marie Hušková
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2098323