Asymptotics for the number of blocks in a conditional Ewens-Pitman sampling model
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1. | Title | Title of document | Asymptotics for the number of blocks in a conditional Ewens-Pitman sampling model |
2. | Creator | Author's name, affiliation, country | Stefano Favaro; University of Torino and Collegio Carlo Alberto; Italy |
2. | Creator | Author's name, affiliation, country | Shui Feng; McMaster University; Canada |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Bayesian nonparametrics; Dirichlet process; Ewens-Pitman sampling model; exchangeable random partition; fluctuation limit; large deviations; two parameter Poisson-Dirichlet process |
3. | Subject | Subject classification | 60F10; 92D10 |
4. | Description | Abstract | The study of random partitions has been an active research area in probability over the last twenty years. A quantity that has attracted a lot of attention is the number of blocks in the random partition. Depending on the area of applications this quantity could represent the number of species in a sample from a population of individuals or he number of cycles in a random permutation, etc. In the context of Bayesian nonparametric inference such a quantity is associated with the exchangeable random partition induced by sampling from certain prior models, for instance the Dirichlet process and the two parameter Poisson-Dirichlet process. In this paper we generalize some existing asymptotic results from this prior setting to the so-called posterior, or conditional, setting. Specifically, given an initial sample from a two parameter Poisson-Dirichlet process, we establish conditional fluctuation limits and conditional large deviation principles for the number of blocks generated by a large additional sample. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2014-02-18 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/2881 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v19-2881 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 19 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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