Related papers: Dual process in the two-parameter Poisson-Dirichle…
We prove a long-standing conjecture which characterises the Ewens-Pitman two-parameter family of exchangeable random partitions, plus a short list of limit and exceptional cases, by the following property: for each $n = 2,3, >...$, if one…
Exchangeable sequences of random probability measures (partitions of mass) and their corresponding exchangeable bridges play an important role in a variety of areas in probability, statistics and related areas, including Bayesian…
The large deviation principle is established for the Poisson--Dirichlet distribution when the parameter $\theta$ approaches infinity. The result is then used to study the asymptotic behavior of the homozygosity and the Poisson--Dirichlet…
Gibbs partitions of the integers generated by stable subordinators of index $\alpha\in(0,1)$ form remarkable classes of random partitions where in principle much is known about their properties, including practically effortless obtainment…
Characterizing time-evolution of allele frequencies in a population is a fundamental problem in population genetics. In the Wright-Fisher diffusion, such dynamics is captured by the transition density function, which satisfies well-known…
Dirichlet Process Mixtures (DPMs) are a popular class of statistical models to perform density estimation and clustering. However, when the data available have a distribution evolving over time, such models are inadequate. We introduce here…
Random flights in $\mathbb{R}^d,d\geq 2,$ with Dirichlet-distributed displacements and uniformly distributed orientation are analyzed. The explicit characteristic functions of the position $\underline{\bf X}_d(t),\,t>0,$ when the number of…
We consider predictive inference using a class of temporally dependent Dirichlet processes driven by Fleming--Viot diffusions, which have a natural bearing in Bayesian nonparametrics and lend the resulting family of random probability…
In this paper we give a new example of duality between fragmentation and coagulation operators. Consider the space of partitions of mass (i.e., decreasing sequences of nonnegative real numbers whose sum is 1) and the two-parameter family of…
The proposal and study of dependent prior processes has been a major research focus in the recent Bayesian nonparametric literature. In this paper, we introduce a flexible class of dependent nonparametric priors, investigate their…
The Wright-Fisher diffusion is a fundamentally important model of evolution encompassing genetic drift, mutation, and natural selection. Suppose you want to infer the parameters associated with these processes from an observed sample path.…
In systems which exhibit deterministic diffusion, the gross parameter dependence of the diffusion coefficient can often be understood in terms of random walk models. Provided the decay of correlations is fast enough, one can ignore memory…
Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of the Poisson distribution plays an…
We consider the inclusion process on the complete graph with vanishing diffusivity, which leads to condensation of particles in the thermodynamic limit. Describing particle configurations in terms of size-biased and appropriately scaled…
In population genetics, extant samples are usually used for inference of past population genetic forces. With the Kingman coalescent and the backward diffusion equation, inference of the marginal likelihood proceeds from an extant sample…
We estimate the distribution of random parameters in a distributed parameter model with unbounded input and output for the transdermal transport of ethanol in humans. The model takes the form of a diffusion equation with the input being the…
The probability distributions of the order parameter for two models in the directed percolation universality class were evaluated. Monte Carlo simulations have been performed for the one-dimensional generalized contact process and the…
Coupled Wright-Fisher diffusions have been recently introduced to model the temporal evolution of finitely-many allele frequencies at several loci. These are vectors of multidimensional diffusions whose dynamics are weakly coupled among…
Diffusion of a two component fluid is studied in the framework of differential equations, but where these equations are systematically derived from a well-defined microscopic model. The model has a finite carrying capacity imposed upon it…
Mathematical models of genetic evolution often come in pairs, connected by a so-called duality relation. The most seminal example are the Wright-Fisher diffusion and the Kingman coalescent, where the former describes the stochastic…