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

Mathematics – Probability

Scientific paper

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Scientific paper

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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