Favaro, Stefano, Ruggiero, Matteo, Spanò, Dario and Walker, S. G. (Stephen G.) (2008) The neutral population model and Bayesian non-parametrics. Working Paper. University of Warwick. Centre for Research in Statistical Methodology, Coventry.

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Abstract

Fleming-Viot processes are a wide class of probability-measure-valued diffusions which often arise as large population limits of so-called particle processes. Here we invert the procedure and show that a countable population process can be derived directly from the neutral diffusion model, with no arbitrary assumptions. We study the atomic structure of the neutral diffusion model, and elicit a finite dimensional particle process from the time-dependent random measure, for any chosen population size. The static properties are consequences of the fact that its stationary distribution is the Dirichlet process, and rely on a new representation for it. The dynamics are derived directly from the transition function of the neutral diffusion model.

Item Type:	Working or Discussion Paper (Working Paper)
Subjects:	Q Science > QA Mathematics
Divisions:	Faculty of Science > Statistics
Library of Congress Subject Headings (LCSH):	Diffusion processes
Series Name:	Working papers
Publisher:	University of Warwick. Centre for Research in Statistical Methodology
Place of Publication:	Coventry
Date:	2008
Volume:	Vol.2008
Number:	No.17
Number of Pages:	16
Status:	Not Peer Reviewed
Access rights to Published version:	Open Access
Funder:	Fondazione Cassa di risparmio di Torino (CRT), Italy. Ministero dell'istruzione, dell'università e della ricerca (MIUR), Engineering and Physical Sciences Research Council (EPSRC), University of Warwick. Centre for Research in Statistical Methodology
Grant number:	2006/133449 (MIUR)
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URI:	http://wrap.warwick.ac.uk/id/eprint/35490

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