Orderings of Gibbs random samples
- Date: Thursday 24 January 2019, 14:00 – 15:30
- Location: Roger Stevens LT 16 (12.16)
- Type: Seminars, Statistics, Probability and Financial Mathematics
- Cost: Free
Yuri Yakubovich, St. Petersburg State University, Russia. Part of Stochastic Modelling & Financial Mathematics Seminar Series
Random partitions of nite sets play a key role in modelling genetic diversity. The basic problem is to draw statistical inference about the general population where a sample partition on species is only observable. Mathematical models are greatly simplied by assuming that the population itself is a sample from an idealized innite population, due to Kingman's theory of exchangeable random partitions of countable sets, whereby partitions are modelled by sampling from a random discrete distribution.
In population genetics, the sample values may carry additional characteristics of the species. For example, in Moran's model with innitely many alleles, such a characteristic encodes the relative age of species, and the question of interest is, given the observed frequencies of species in the sample, to order them by age. Donnelly & Tavare (1986) proved that in the GEM() model (which leads to the famous Ewens sampling formula), the distribution of the order by age is the same as that of the order by appearance.
In my talk, I will show that in a two-parametric generalization of the GEM model, and more generally, under the so-called Gibbs sampling, these two orders have dierent distributions which are nevertheless connected via a modication of the stochastic procedure known as size-biased ordering.
This is joint work with Jim Pitman (Berkeley), doi:10.1214/17-EJP59; doi:10.1214/17-ECP95.
Dr Yuri Yakubovich, St. Petersburg State University, Russia