The three-parameter Indian buffet process is generalized. The possibly different role played by customers is taken into account by suitable (random) weights. Various limit theorems are also proved for such generalized Indian buffet process. Let Ln be the number of dishes experimented by the first n customers, and let K¯¯¯¯¯n=(1/n)∑ni=1Ki where Ki is the number of dishes tried by customer i. The asymptotic distributions of Ln and K¯¯¯¯¯n, suitably centered and scaled, are obtained. The convergence turns out to be stable (and not only in distribution). As a particular case, the results apply to the standard (i.e., nongeneralized) Indian buffet process.

Central limit theorems for an Indian buffet model with random weights / Berti, Patrizia; Crimaldi, I.; Pratelli, L.; Rigo, P.. - In: THE ANNALS OF APPLIED PROBABILITY. - ISSN 1050-5164. - STAMPA. - 25(2):(2015), pp. 532-547. [10.1214/14-AAP1002]

Central limit theorems for an Indian buffet model with random weights

BERTI, Patrizia;
2015-01-01

Abstract

The three-parameter Indian buffet process is generalized. The possibly different role played by customers is taken into account by suitable (random) weights. Various limit theorems are also proved for such generalized Indian buffet process. Let Ln be the number of dishes experimented by the first n customers, and let K¯¯¯¯¯n=(1/n)∑ni=1Ki where Ki is the number of dishes tried by customer i. The asymptotic distributions of Ln and K¯¯¯¯¯n, suitably centered and scaled, are obtained. The convergence turns out to be stable (and not only in distribution). As a particular case, the results apply to the standard (i.e., nongeneralized) Indian buffet process.
19-feb-2015
25(2)
532
547
Central limit theorems for an Indian buffet model with random weights / Berti, Patrizia; Crimaldi, I.; Pratelli, L.; Rigo, P.. - In: THE ANNALS OF APPLIED PROBABILITY. - ISSN 1050-5164. - STAMPA. - 25(2):(2015), pp. 532-547. [10.1214/14-AAP1002]
Berti, Patrizia; Crimaldi, I.; Pratelli, L.; Rigo, P.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11380/1063444
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