Extended Bernstein prior via reinforced urn processes

摘要

A reinforced urn process, which induces a prior on the space of mixtures of Bernstein distributions is introduced. A nonparametric Bayesian model based on this prior is presented: the elicitation is treated and some connections with Dirichlet mixtures are given. In the last part of the article, an MCMC algorithm to compute the predictive distribution is discussed.