The Dirichlet process has been extensively studied over the last thirty years, along with various generalisations, and remains a fundemental tool for nonparametric Bayesian statistics. The probabilistic structure of its jumps has not drawn so much attention in those contexts, however, but has been examined in somewhat unrelated literature, ranging from probabilistic number theory, population genetics, mathematical ecology, and size-biased sampling theory. This paper connects some of these theories and results, using a limit type characterisation of the Dirichlet process and an invariance property of a particular representation of its jumps. These in particular allow simpler derivations of some of the previous results in the literature. Some new results are also reached.

Hjort, N., Ongaro, A. (2006). On the distribution of random Dirichlet jumps. METRON, 64(1), 61-92.

On the distribution of random Dirichlet jumps

ONGARO, ANDREA
2006

Abstract

The Dirichlet process has been extensively studied over the last thirty years, along with various generalisations, and remains a fundemental tool for nonparametric Bayesian statistics. The probabilistic structure of its jumps has not drawn so much attention in those contexts, however, but has been examined in somewhat unrelated literature, ranging from probabilistic number theory, population genetics, mathematical ecology, and size-biased sampling theory. This paper connects some of these theories and results, using a limit type characterisation of the Dirichlet process and an invariance property of a particular representation of its jumps. These in particular allow simpler derivations of some of the previous results in the literature. Some new results are also reached.
Articolo in rivista - Articolo scientifico
Poisson-Dirichlet distribution; Dirichlet process; Jump sizes; Laplace transforms; Levy process; Multivariate frequency spectrum; Point processes; Size-biased sampling.
English
2006
64
1
61
92
none
Hjort, N., Ongaro, A. (2006). On the distribution of random Dirichlet jumps. METRON, 64(1), 61-92.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/1778
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