Central limit theorems associated with the hierarchical Dirichlet process
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arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866911125863399424 |
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| author | Feng, Shui Paguyo, J. E. |
| author_facet | Feng, Shui Paguyo, J. E. |
| contents | The hierarchical Dirichlet process is a discrete random measure used as a prior in Bayesian nonparametrics and motivated by the study of groups of clustered data. We study the asymptotic behavior of the power sum symmetric polynomials for the vector of weights of the hierarchical Dirichlet process as the concentration parameters tend to infinity. We establish central limit theorems and obtain explicit representations for the asymptotic variances, with the latter clearly showing the impact of the hierarchical structure. These objects are related to the homozygosity in population genetics, the Simpson diversity index in ecology, and the Herfindahl-Hirschman index in economics. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_16034 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Central limit theorems associated with the hierarchical Dirichlet process Feng, Shui Paguyo, J. E. Probability 60G57, 62F15 The hierarchical Dirichlet process is a discrete random measure used as a prior in Bayesian nonparametrics and motivated by the study of groups of clustered data. We study the asymptotic behavior of the power sum symmetric polynomials for the vector of weights of the hierarchical Dirichlet process as the concentration parameters tend to infinity. We establish central limit theorems and obtain explicit representations for the asymptotic variances, with the latter clearly showing the impact of the hierarchical structure. These objects are related to the homozygosity in population genetics, the Simpson diversity index in ecology, and the Herfindahl-Hirschman index in economics. |
| title | Central limit theorems associated with the hierarchical Dirichlet process |
| topic | Probability 60G57, 62F15 |
| url | https://arxiv.org/abs/2404.16034 |