Polya Urn Scheme

Parent: Stochastic Processes

The Polya urn scheme is intuitively described as an urn filled with balls that are each one of two colors (e.g. black or white). A ball is sampled, its color recorded, and the ball plus another ball of the sampled ball’s color is placed back in the urn. A sample from this stochastic process is the sequence of colors of balls.

Relation to Other Processes

Blackwell MacQueen Urn Scheme

The Blackwell MacQueen Urn Scheme generalized the Polya urn scheme to an infinite number of colors.

Chinese Restaurant Process

Dirichlet Process