The Ewens–Pitman sampling model (EP-SM) is a distribution for random partitions of the set {1, …, n}, with n ϵ N, which is indexed by real parameters α and θ such that either α ϵ [0, 1) and θ > −α, or α < 0 and θ = −mα for some m ϵ N. For α = 0, the EP-SM is reduced to the Ewens sampling model (E-SM), which admits a well-known compound Poisson perspective in terms of the log-series compound Poisson sampling model (LS-CPSM). In this paper, we consider a generalisation of the LS-CPSM, referred to as the negative Binomial compound Poisson sampling model (NB-CPSM), and we show that it leads to an extension of the compound Poisson perspective of the E-SM to the more general EP-SM for either α ϵ (0, 1), or α < 0. The interplay between the NB-CPSM and the EP-SM is then applied to the study of the large n asymptotic behaviour of the number of blocks in the corresponding random partitions—leading to a new proof of Pitman’s α diversity. We discuss the proposed results and conjecture that analogous compound Poisson representations may hold for the class of α-stable Poisson–Kingman sampling models—of which the EP-SM is a noteworthy special case.
A compound poisson perspective of ewens–pitman sampling model
Favaro S.
2021-01-01
Abstract
The Ewens–Pitman sampling model (EP-SM) is a distribution for random partitions of the set {1, …, n}, with n ϵ N, which is indexed by real parameters α and θ such that either α ϵ [0, 1) and θ > −α, or α < 0 and θ = −mα for some m ϵ N. For α = 0, the EP-SM is reduced to the Ewens sampling model (E-SM), which admits a well-known compound Poisson perspective in terms of the log-series compound Poisson sampling model (LS-CPSM). In this paper, we consider a generalisation of the LS-CPSM, referred to as the negative Binomial compound Poisson sampling model (NB-CPSM), and we show that it leads to an extension of the compound Poisson perspective of the E-SM to the more general EP-SM for either α ϵ (0, 1), or α < 0. The interplay between the NB-CPSM and the EP-SM is then applied to the study of the large n asymptotic behaviour of the number of blocks in the corresponding random partitions—leading to a new proof of Pitman’s α diversity. We discuss the proposed results and conjecture that analogous compound Poisson representations may hold for the class of α-stable Poisson–Kingman sampling models—of which the EP-SM is a noteworthy special case.File | Dimensione | Formato | |
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