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We construct a new class of infinite-dimensional diffusions taking values in a generalized Kingman simplex. Our model describes the temporal evolution of the relative frequencies of infinitely-many types which are "labeled" by an arbitrary…

Probability · Mathematics 2026-02-25 Cristina Costantini , Matteo Ruggiero

A theory of quantitative inference about the parameters of sampling distributions is constructed deductively by following very general rules, referred to as the Cox-Polya-Jaynes Desiderata. The inferences are made in terms of probability…

Statistics Theory · Mathematics 2017-08-23 Tomaz Podobnik , Tomi Zivko

We propose an exact slice sampler for Hierarchical Dirichlet process (HDP) and its associated mixture models (Teh et al., 2006). Although there are existing MCMC algorithms for sampling from the HDP, a slice sampler has been missing from…

Machine Learning · Statistics 2019-03-22 Arash A. Amini , Marina Paez , Lizhen Lin , Zahra S. Razaee

This paper generalizes the notion of sufficiency for estimation problems beyond maximum likelihood. In particular, we consider estimation problems based on Jones et al. and Basu et al. likelihood functions that are popular among…

Statistics Theory · Mathematics 2024-02-29 Atin Gayen , M. Ashok Kumar

This paper addresses the problem of estimating the containment and similarity between two sets using only random samples from each set, without relying on sketches of full sets. The study introduces a binomial model for predicting the…

Computation · Statistics 2025-07-22 Pranav Joshi

In a given problem, the Bayesian statistical paradigm requires the specification of a prior distribution that quantifies relevant information about the unknowns of main interest external to the data. In cases where little such information…

Statistics Theory · Mathematics 2017-10-11 Alexander Terenin , David Draper

We give a new integral characterization of the Dirichlet process on a general phase space. To do so we first prove a characterization of the nonsymmetric Beta distribution via size-biased sampling. Two applications are a new…

Probability · Mathematics 2018-04-02 Günter Last

We consider the sequential sampling of species, where observed samples are classified into the species they belong to. We are particularly interested in studying some quantities describing the sampling process when there is a new species…

Probability · Mathematics 2023-02-01 Servet Martínez , Javier Santibáñez

To understand biological diversification, it is important to account for large-scale processes that affect the evolutionary history of groups of co-distributed populations of organisms. Such events predict temporally clustered divergences…

Populations and Evolution · Quantitative Biology 2014-08-11 Jamie R. Oaks

It is well known that the independence of the sample mean and the sample variance characterizes the normal distribution. By using Anosov's theorem, we further investigate the analogous characteristic properties in terms of the sample mean…

Statistics Theory · Mathematics 2021-12-14 Chin-Yuan Hu , Gwo Dong Lin

The statistical decision theory pioneered by Wald (1950) has used state-dependent mean loss (risk) to measure the performance of statistical decision functions across potential samples. We think it evident that evaluation of performance…

Econometrics · Economics 2023-08-11 Charles F. Manski , Aleksey Tetenov

This paper explores large sample properties of the two-parameter $(\alpha,\theta)$ Poisson--Dirichlet Process in two contexts. In a Bayesian context of estimating an unknown probability measure, viewing this process as a natural extension…

Probability · Mathematics 2008-05-21 Lancelot F. James

Statistical system models provide the basis for the examination of various sorts of distributions. Classification distributions are a very common and versatile form of statistics in e.g. real economic, social, and IT systems. The…

Computation · Statistics 2019-12-20 Uwe Petersohn , Thomas Dedek , Sandra Zimmer , Hans Biskupski

Species distribution models usually attempt to explain presence-absence or abundance of a species at a site in terms of the environmental features (socalled abiotic features) present at the site. Historically, such models have considered…

Methodology · Statistics 2018-09-25 Shinichiro Shirota , Alan E. Gelfand , Sudipto Banerjee

Dirichlet distribution and Dirichlet process as its infinite dimensional generalization are primarily used conjugate prior of categorical and multinomial distributions in Bayesian statistics. Extensions have been proposed to broaden…

Methodology · Statistics 2014-12-05 Xuenan Feng

Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a {novel and probabilistically coherent…

Statistics Theory · Mathematics 2015-03-17 Edoardo M. Airoldi , Thiago Costa , Federico Bassetti , Fabrizio Leisen , Michele Guindani

We introduce the first analytical model of asymmetric community dynamics to yield Hubbell's neutral theory in the limit of functional equivalence among all species. Our focus centers on an asymmetric extension of Hubbell's local community…

Populations and Evolution · Quantitative Biology 2010-12-06 Andrew E. Noble , Nico M. Temme , William F. Fagan , Timothy H. Keitt

The assumption of normality in data has been considered in the field of statistical analysis for a long time. However, in many practical situations, this assumption is clearly unrealistic. It has recently been suggested that the use of…

Computation · Statistics 2016-11-25 Reinaldo B. Arellano-Valle , Javier E. Contreras-Reyes

This paper is devoted to establishing exponential bounds for the probabilities of deviation of a sample sum from its expectation, when the variables involved in the summation are obtained by sampling in a finite population according to a…

Statistics Theory · Mathematics 2016-10-13 Patrice Bertail , Stephan Clémençon

In a smooth semiparametric model, the marginal posterior distribution of the finite dimensional parameter of interest is expected to be asymptotically equivalent to the sampling distribution of frequentist's efficient estimators. This is…

Statistics Theory · Mathematics 2015-10-20 Minwoo Chae