Move-to-front rule is a heuristic updating a list of n items according to requests. Items are required with unknown probabilities (or ppopularities). The induced Markov chain is known to be ergodic [4]. One main problem is the study of the distribution of the search cost defined as the position...

The definition of vectors of dependent random probability measures is a topic of interest in applications to Bayesian statistics. They, indeed, represent dependent nonparametric prior distributions that are useful for modelling observables for which specific covariate values are known. In this...

Move-to-front rule is a heuristic updating a list of n items according to requests. Items are required with unknown probabilities (or ppopularities). The induced Markov chain is known to be ergodic [4]. One main problem is the study of the distribution of the search cost defined as the position...

Move-to-front rule is a heuristic updating a list of n items according to requests. Items are required with unknown probabilities (or ppopularities). The induced Markov chain is known to be ergodic [4]. One main problem is the study of the distribution of the search cost defined as the position...

The definition of vectors of dependent random probability measures is a topic of interest in applications to Bayesian statistics. They, indeed, represent dependent nonparametric prior distributions that are useful for modelling observables for which specific covariate values are known. In this...

Move-to-front rule is a heuristic updating a list of n items according to requests. Items are required with unknown probabilities (or popularities). The induced Markov chain is known to be ergodic. One main problem is the study of the distribution of the search cost defined as the position of...

Random probability vectors are of great interest especially in view of their application to statistical inference. Indeed, they can be used for determining the de Finetti mixing measure in the representation of the law of a partially exchangeable array of random elements taking values in a...

We introduce a new class of adaptive Metropolis algorithms called adaptive sticky algorithms for efficient general-purpose simulation from a target probability distribution. The transition of the Metropolis chain is based on a multiple-try scheme and the different proposals are generated by...

Several studies on heritability in twins aim at understanding the different contribution of environmental and genetic factors to specific traits. Considering the National Merit Twin Study, our purpose is to correctly analyse the influence of the socioeconomic status on the relationship between...

We build on Fackler and King (1990) and propose a general calibration model for implied risk neutral densities. Our model allows for the joint calibration of a set of densities at different maturities and dates. The model is a Bayesian dynamic beta Markov random field which allows for possible...