Dirichlet Brownian Motions  

作　　者：Hafedh Faires 

机构地区：[1]Department of Mathematics and Statistics, Al Imam Mohammad Ibn Saud Islamic University (IMSIU), Riyadh, KSA

出　　处：《Open Journal of Statistics》2014年第11期902-911,共10页统计学期刊（英文）

摘　　要：In this work we introduce a Brownian motion in random environment which is a Brownian constructions by an exchangeable sequence based on Dirichlet processes samples. We next compute a stochastic calculus and an estimation of the parameters is computed in order to classify a functional data.In this work we introduce a Brownian motion in random environment which is a Brownian constructions by an exchangeable sequence based on Dirichlet processes samples. We next compute a stochastic calculus and an estimation of the parameters is computed in order to classify a functional data.

关 键 词：BAYESIAN Model BROWNIAN Motion EXCHANGEABILITY GAUSSIAN MIXTURES 

分 类 号：O1[理学—数学]