University of Cambridge > Talks.cam > Machine Learning @ CUED > Characterization of the Ewens-Pitman family of random partitions by a deletion property and a de Finetti-type theorem for exchangeable hierarchies

Characterization of the Ewens-Pitman family of random partitions by a deletion property and a de Finetti-type theorem for exchangeable hierarchies

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If you have a question about this talk, please contact Zoubin Ghahramani .

Suppose that P = {B(1), B(2), â€Ļ} is an exchangeable random partition of the natural numbers having the Ewens-Pitman distribution, and form another partition Q of the natural numbers by first deleting the block B(1) of P that contains the integer 1 and then relabeling the contents of the remaining blocks by the unique increasing bijection from \{1,2,3, â€Ļ\} – B(1) to \{1,2,3â€Ļ\}. Then Q and B(1) are independent, as can be seen from the so-called ``stick-breaking’’ description of the Ewens-Pitman distribution which expresses the ``limit frequencies’’ of P as products of independent beta random variables (W(1), W(2), â€Ļ) . I will prove the converse: modulo a few trivial edge cases, every exchangeable random partition of the natural numbers having this deletion property is a member of the Ewens-Pitman family. Put otherwise, if the first residual limit frequency W(1) of an exchangeable random partition is independent of the remaining residual limits (W(2), W(3), â€Ļ) then modulo edge cases all residual limits (W(i), i > 0) are jointly independent Beta random variables.

I will also discuss a theorem characterizing exchangeable hierarchies (aka total partitions, laminar families, and phylogenies) of natural numbers: every such random hierarchy is derived as if by sampling from a random weighted rooted ``real tree’’ i.e. a random metric measure space. This characterization is analogous to the de Finetti characterization of infinite sequences of exchangeable random variables and to Kingman’s ``paintbox’’ characterization of exchangeable partitions

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