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Dirichlet Brownian Motions
Department of Mathematics and Statistics, Al Imam Mohammad Ibn Saud Islamic University (IMSIU), Riyadh, KSA
- 1 Department of Mathematics and Statistics, Al Imam Mohammad Ibn Saud Islamic University (IMSIU), Riyadh, KSA
Open Journal of Statistics·Volume 04 (2014)·Pages 902–911·Published 29 December 2014·DOI10.4236/ojs.2014.411085
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Abstract
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.
KeywordsBayesian ModelBrownian MotionExchangeabilityGaussian Mixtures
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