Multiple drawing multi-colour urns by stochastic approximation
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DOI: 10.1017/jpr.2018.16
Abstract: Abstract A classical Pólya urn scheme is a Markov process where the evolution is encoded by a replacement matrix (Ri, j)1 ≤ i, j ≤ d. At every discrete time-step, we draw a ball uniformly… read more here.
Keywords: multiple drawing; stochastic approximation; colour; case ... See more keywords