Large deviation principles for the Ewens-Pitman sampling model

DOI10.1214/EJP.V20-3668MaRDI QIDQ2515907zbMATH OpenFDO

Authors Stefano Favaro, Shui Feng

Publication date 7 August 2015

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1406.7382

zbMATH Keywords

Bayesian nonparametricsEwens-Pitman sampling modelexchangeable random partitionlarge deviation principlespopulation geneticsspecies sampling problems

Mathematics Subject Classification ID

Large deviations (60F10) Genetics and epigenetics (92D10)

Abstract: Let $M_{l,n}$ be the number of blocks with frequency $l$ in the exchangeable random partition induced by a sample of size $n$ from the Ewens-Pitman sampling model. We show that, as $n$ tends to infinity, $n^{-1}{M}_{l,n}$ satisfies a large deviation principle and we characterize the corresponding rate function. A conditional counterpart of this large deviation principle is also presented. Specifically, given an initial sample of size $n$ from the Ewens-Pitman sampling model, we consider an additional sample of size $m$. For any fixed $n$ and as $m$ tends to infinity, we establish a large deviation principle for the conditional number of blocks with frequency $l$ in the enlarged sample, given the initial sample. Interestingly, the conditional and unconditional large deviation principles coincide, namely there is no long lasting impact of the given initial sample. Potential applications of our results are discussed in the context of Bayesian nonparametric inference for discovery probabilities.

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• Concentration in the generalized Chinese restaurant process
• A Berry-Esseen theorem for Pitman's \(\alpha\)-diversity
• Asymptotics for the number of blocks in a conditional Ewens-Pitman sampling model
• Asymptotic results of a multiple-entry reinforcement process
• A martingale approach to Gaussian fluctuations and laws of iterated logarithm for Ewens-Pitman model

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