Ordered and size-biased frequencies in GEM and Gibbs' models for species sampling

DOI10.1214/17-AAP1343MaRDI QIDQ1661570zbMATH OpenOpenAlexWikidataFDO

Authors Jim Pitman, Yu. V. Yakubovich

Publication date 16 August 2018

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1704.04732, https://projecteuclid.org/euclid.aoap/1527840032

zbMATH Keywords

species samplingGEM distributionChinese restaurant constructionGibbs' partitionsrandom exchangeable partitionsize-biased order

Mathematics Subject Classification ID

Combinatorial probability (60C05) Exchangeability for stochastic processes (60G09)

Abstract: We describe the distribution of frequencies ordered by sample values in a random sample of size $n$ from the two parameter GEM$(alpha,heta)$ random discrete distribution on the positive integers. These frequencies are a $($size$-alpha)$-biased random permutation of the sample frequencies in either ranked order, or in the order of appearance of values in the sampling process. This generalizes a well known identity in distribution due to Donnelly and Tavar'e (1986) for $alpha=0$ to the case $0lealpha<1$. This description extends to sampling from Gibbs$(alpha)$ frequencies obtained by suitable conditioning of the GEM$(alpha,heta)$ model, and yields a value-ordered version of the Chinese Restaurant construction of GEM$(alpha,heta)$ and Gibbs$(alpha)$ frequencies in the more usual size-biased order of their appearance. The proofs are based on a general construction of a finite sample $(X_1,dots,X_n)$ from any random frequencies in size-biased order from the associated exchangeable random partition $P{i}_{i}nfty$ of $mathbbN$ which they generate.

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Cited in

(7)

• Stick-breaking processes, clumping, and Markov chain occupation laws
• On nested infinite occupancy scheme in random environment
• Ordered and unordered random partitions of an integer and the GEM distribution
• Gibbs partitions, Riemann-Liouville fractional operators, Mittag-Leffler functions, and fragmentations derived from stable subordinators
• On intermediate levels of nested occupancy scheme in random environment generated by stick-breaking I
• A Ray-Knight representation of up-down Chinese restaurants
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