Near-optimal estimation of the unseen under regularly varying tail populations

S Favaro, Z Naulet - Bernoulli, 2023 - projecteuclid.org
Near-optimal estimation of the unseen under regularly varying tail populations Page 1
Bernoulli 29(4), 2023, 3423–3442 https://doi.org/10.3150/23-BEJ1589 Near-optimal …

Bayesian nonparametric estimation of coverage probabilities and distinct counts from sketched data

S Favaro, M Sesia - arXiv preprint arXiv:2209.02135, 2022 - arxiv.org
The estimation of coverage probabilities, and in particular of the missing mass, is a classical
statistical problem with applications in numerous scientific fields. In this paper, we study this …

Laws of large numbers and central limit theorem for Ewens-Pitman model

C Contardi, E Dolera, S Favaro - arXiv preprint arXiv:2412.11493, 2024 - arxiv.org
The Ewens-Pitman model is a distribution for random partitions of the set $\{1,\ldots, n\} $,
with $ n\in\mathbb {N} $, indexed by parameters $\alpha\in [0, 1) $ and $\theta>-\alpha …

A General Purpose Approximation to the Ferguson-Klass Algorithm for Sampling from L\'evy Processes Without Gaussian Components

D Bernaciak, JE Griffin - arXiv preprint arXiv:2407.01483, 2024 - arxiv.org
We propose a general-purpose approximation to the Ferguson-Klass algorithm for
generating samples from L\'evy processes without Gaussian components. We show that the …

A martingale approach to Gaussian fluctuations and laws of iterated logarithm for Ewens-Pitman model

B Bercu, S Favaro - arXiv preprint arXiv:2404.07694, 2024 - arxiv.org
The Ewens-Pitman model refers to a distribution for exchangeable random partitions of
$[n]=\{1,\ldots, n\} $, which is indexed by a pair of parameters $\alpha\in [0, 1) $ and $\theta> …

Asymptotic analysis of parameter estimation for the Ewens--Pitman partition

T Koriyama, T Matsuda, F Komaki - arXiv preprint arXiv:2207.01949, 2022 - arxiv.org
We derive the exact asymptotic distribution of the maximum likelihood estimator $(\hat
{\alpha} _n,\hat {\theta} _n) $ of $(\alpha,\theta) $ for the Ewens--Pitman partition in the …

A Bayesian Nonparametric Approach to Species Sampling Problems with Ordering

C Balocchi, F Camerlenghi, S Favaro - Bayesian Analysis, 2024 - projecteuclid.org
Species-sampling problems (SSPs) refer to a vast class of statistical problems calling for the
estimation of (discrete) functionals of the unknown species composition of an unobservable …

[PDF][PDF] is also consistent for Un, λn all the way up to log λ n− α/2

S Favaro, Z Naulet - Bernoulli, 2023 - econ.ryukoku.ac.jp
Results from MathSciNet: Mathematical Reviews on the Web c Copyright American Mathematical
Society 2024 Bernoulli 29 (2023), no. Page 1 Results from MathSciNet: Mathematical …