A Compound Poisson Perspective of Ewens–Pitman Sampling Model

The Ewens–Pitman sampling model (EP-SM) is a distribution for random partitions of the set <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mo>{</mo><mn>1</mn><mo>,</mo>...

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Autores principales: Emanuele Dolera, Stefano Favaro
Formato: article
Lenguaje:EN
Publicado: MDPI AG 2021
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Acceso en línea:https://doaj.org/article/c29a9a698205469799d8bd91f482efb0
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Sumario:The Ewens–Pitman sampling model (EP-SM) is a distribution for random partitions of the set <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mo>{</mo><mn>1</mn><mo>,</mo><mo>…</mo><mo>,</mo><mi>n</mi><mo>}</mo></mrow></semantics></math></inline-formula>, with <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>n</mi><mo>∈</mo><mi mathvariant="double-struck">N</mi></mrow></semantics></math></inline-formula>, which is indexed by real parameters <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>α</mi></semantics></math></inline-formula> and <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>θ</mi></semantics></math></inline-formula> such that either <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>α</mi><mo>∈</mo><mo>[</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>)</mo></mrow></semantics></math></inline-formula> and <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>θ</mi><mo>></mo><mo>−</mo><mi>α</mi></mrow></semantics></math></inline-formula>, or <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>α</mi><mo><</mo><mn>0</mn></mrow></semantics></math></inline-formula> and <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>θ</mi><mo>=</mo><mo>−</mo><mi>m</mi><mi>α</mi></mrow></semantics></math></inline-formula> for some <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>m</mi><mo>∈</mo><mi mathvariant="double-struck">N</mi></mrow></semantics></math></inline-formula>. For <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>α</mi><mo>=</mo><mn>0</mn></mrow></semantics></math></inline-formula>, 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 <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>α</mi><mo>∈</mo><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>)</mo></mrow></semantics></math></inline-formula>, or <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>α</mi><mo><</mo><mn>0</mn></mrow></semantics></math></inline-formula>. The interplay between the NB-CPSM and the EP-SM is then applied to the study of the large <i>n</i> asymptotic behaviour of the number of blocks in the corresponding random partitions—leading to a new proof of Pitman’s <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>α</mi></semantics></math></inline-formula> diversity. We discuss the proposed results and conjecture that analogous compound Poisson representations may hold for the class of <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>α</mi></semantics></math></inline-formula>-stable Poisson–Kingman sampling models—of which the EP-SM is a noteworthy special case.