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We construct a two-parameter family of Feller diffusions on the set of open subsets of $(0,1)$ that arise as diffusive limits of two-parameter ordered Chinese Restaurant Process up-down chains. The diffusions we construct are natural…

Probability · Mathematics 2021-02-09 Kelvin Rivera-Lopez , Douglas Rizzolo

Recently there has been significant interest in constructing ordered analogues of Petrov's two-parameter extension of Ethier and Kurtz's infinitely-many-neutral-alleles diffusion model. One method for constructing these processes goes…

Probability · Mathematics 2022-02-09 Kelvin Rivera-Lopez , Douglas Rizzolo

We construct a pair of related diffusions on a space of interval partitions of the unit interval $[0,1]$ that are stationary with the Poisson-Dirichlet laws with parameters (1/2,0) and (1/2,1/2) respectively. These are two particular cases…

Probability · Mathematics 2017-03-23 Noah Forman , Soumik Pal , Douglas Rizzolo , Matthias Winkel

We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…

Probability · Mathematics 2019-10-18 Noah Forman , Soumik Pal , Douglas Rizzolo , Matthias Winkel

We study composition-valued continuous-time Markov chains that appear naturally in the framework of Chinese Restaurant Processes (CRPs). As time evolves, new customers arrive (up-step) and existing customers leave (down-step) at suitable…

Probability · Mathematics 2020-06-12 Dane Rogers , Matthias Winkel

The Chinese restaurant process is a basic sequential construction of consistent random partitions. We consider random point measures describing the composition of small blocks in such partitions and show that their scaling limit is given by…

Probability · Mathematics 2025-10-09 Oleksii Galganov , Andrii Ilienko

We use a natural ordered extension of the Chinese Restaurant Process to grow a two-parameter family of binary self-similar continuum fragmentation trees. We provide an explicit embedding of Ford's sequence of alpha model trees in the…

Probability · Mathematics 2009-09-25 Jim Pitman , Matthias Winkel

We give a pathwise construction of a two-parameter family of purely-atomic-measure-valued diffusions in which ranked masses of atoms are stationary with the Poisson-Dirichlet$(\alpha,\theta)$ distributions, for $\alpha\in (0,1)$ and…

Probability · Mathematics 2022-07-25 Noah Forman , Douglas Rizzolo , Quan Shi , Matthias Winkel

In previous work, we constructed Fleming--Viot-type measure-valued diffusions (and diffusions on a space of interval partitions of the unit interval $[0,1]$) that are stationary with the Poisson--Dirichlet laws with parameters…

Probability · Mathematics 2021-01-26 Noah Forman , Soumik Pal , Douglas Rizzolo , Matthias Winkel

We develop the distance dependent Chinese restaurant process (CRP), a flexible class of distributions over partitions that allows for non-exchangeability. This class can be used to model many kinds of dependencies between data in infinite…

Machine Learning · Statistics 2011-08-11 David M. Blei , Peter I. Frazier

We present the nested Chinese restaurant process (nCRP), a stochastic process which assigns probability distributions to infinitely-deep, infinitely-branching trees. We show how this stochastic process can be used as a prior distribution in…

Machine Learning · Statistics 2009-08-27 David M. Blei , Thomas L. Griffiths , Michael I. Jordan

The two parameter Poisson-Dirichlet Process (PDP), a generalisation of the Dirichlet Process, is increasingly being used for probabilistic modelling in discrete areas such as language technology, bioinformatics, and image analysis. There is…

Statistics Theory · Mathematics 2012-02-17 Wray Buntine , Marcus Hutter

We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…

Probability · Mathematics 2022-07-25 Noah Forman , Douglas Rizzolo , Quan Shi , Matthias Winkel

Tree structures are ubiquitous in data across many domains, and many datasets are naturally modelled by unobserved tree structures. In this paper, first we review the theory of random fragmentation processes [Bertoin, 2006], and a number of…

Machine Learning · Statistics 2015-09-17 Hong Ge , Yarin Gal , Zoubin Ghahramani

The quantum-statistical cluster expansion method of Lee and Yang is extended to investigate off-diagonal long-range order (ODLRO) in one- and multi-component mixtures of bosons or fermions. Our formulation is applicable to both a uniform…

Quantum Gases · Physics 2012-04-05 Naoyuki Sakumichi , Norio Kawakami , Masahito Ueda

We construct a stationary Markov process corresponding to the evolution of masses and distances of subtrees along the spine from the root to a branch point in a conjectured stationary, continuum random tree-valued diffusion that was…

Probability · Mathematics 2018-04-05 Noah Forman , Soumik Pal , Douglas Rizzolo , Matthias Winkel

Given a growth rule which sequentially constructs random permutations of increasing degree, the stochastic process version of the rencontre problem asks what is the limiting proportion of time that the permutation has no fixed points…

Probability · Mathematics 2022-09-27 Alexander Gnedin , Dudley Stark

The Chinese restaurant process (CRP) and the stick-breaking process are the two most commonly used representations of the Dirichlet process. However, the usual proof of the connection between them is indirect, relying on abstract properties…

Statistics Theory · Mathematics 2018-10-16 Jeffrey W. Miller

We investigate the random permutation matrices induced by the Chinese restaurant processes with $(\alpha,\theta)$-seating. When $\alpha=0,\theta>0$, the permutations are those following Ewens measures on symmetric groups, and have been…

Probability · Mathematics 2024-12-20 Jaime Garza , Yizao Wang

Many popular random partition models, such as the Chinese restaurant process and its two-parameter extension, fall in the class of exchangeable random partitions, and have found wide applicability in model-based clustering, population…

Methodology · Statistics 2017-11-21 Giuseppe Di Benedetto , François Caron , Yee Whye Teh
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