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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.
 
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7. Date (YYYY-MM-DD) 2014-02-18
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
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
 
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