A Compound Poisson Perspective of Ewens–Pitman Sampling Model
نویسندگان
چکیده
The Ewens–Pitman sampling model (EP-SM) is a distribution for random partitions of the set {1,…,n}, with n∈N, which indexed by real parameters α and θ such that either α∈[0,1) θ>−α, or α<0 θ=−mα some m∈N. For α=0, EP-SM reduced to Ewens (E-SM), admits well-known compound Poisson perspective in terms log-series (LS-CPSM). In this paper, we consider generalisation LS-CPSM, referred as negative Binomial (NB-CPSM), show it leads an extension E-SM more general α∈(0,1), α<0. interplay between NB-CPSM then applied study large n asymptotic behaviour number blocks corresponding partitions—leading new proof Pitman’s diversity. We discuss proposed results conjecture analogous representations may hold class α-stable Poisson–Kingman models—of noteworthy special case.
منابع مشابه
estimation of excess hazard using compound poisson frailty model
b a c k g r o u n d & aim: the excess hazard rate proposed by andersen and vaeth may underestimate the long-term excess hazard rate for cancer survival. zahl explained the phenomenon by continuous selection of the most robust individuals after diagnosis. he applied correlated inverse gaussian and gamma frailty models to estimate excess intensity and reached a better estimate of the rat...
متن کاملClaims Reserving Using Tweedie’s Compound Poisson Model
We consider the problem of claims reserving and estimating run-off triangles. We generalize the gamma cell distributions model which leads to Tweedie’s compound Poisson model. Choosing a suitable parametrization, we estimate the parameters of our model within the framework of generalized linear models (see Jørgensen-de Souza [2] and Smyth-Jørgensen [8]). We show that these methods lead to reaso...
متن کاملOptimal Dividend Problem for a Compound Poisson Risk Model
In this note we study the optimal dividend problem for a company whose surplus process, in the absence of dividend payments, evolves as a generalized compound Poisson model in which the counting process is a generalized Poisson process. This model includes the classical risk model and the Pólya-Aeppli risk model as special cases. The objective is to find a dividend policy so as to maximize the ...
متن کاملA Compound Poisson Approximation Inequality
We give conditions under which the number of events which occur in a sequence of m-dependent events is stochastically smaller than a suitably defined compound Poisson random variable. The results are applied to counts of sequence pattern appearances and to system reliability. We also provide a numerical example.
متن کاملHierarchical Compound Poisson Factorization
Non-negative matrix factorization models based on a hierarchical Gamma-Poisson structure capture user and item behavior effectively in extremely sparse data sets, making them the ideal choice for collaborative filtering applications. Hierarchical Poisson factorization (HPF) in particular has proved successful for scalable recommendation systems with extreme sparsity. HPF, however, suffers from ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematics
سال: 2021
ISSN: ['2227-7390']
DOI: https://doi.org/10.3390/math9212820