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The neutral population model and Bayesian non-parametrics
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Favaro, Stefano, Ruggiero, Matteo, Spanò, Dario and Walker, S. G. (Stephen G.) (2008) The neutral population model and Bayesian non-parametrics. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2008 (No.17).
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Official URL: http://www2.warwick.ac.uk/fac/sci/statistics/crism...
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) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > 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 | ||||
Official Date: | 2008 | ||||
Dates: |
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Volume: | Vol.2008 | ||||
Number: | No.17 | ||||
Number of Pages: | 16 | ||||
Status: | Not Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Date of first compliant deposit: | 1 August 2016 | ||||
Date of first compliant Open Access: | 1 August 2016 | ||||
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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