【读书笔记】狄利克雷过程，Ewens抽样公式和中国餐馆过程

作者：Hajime Yamato

书名：Statistics Based on Dirichlet Processes and Related Topics

Chapter 2 Dirichlet Process, Ewens Sampling Formula, and Chinese Restaurant Process

Abstract The Dirichlet process is a random probability measure and its realization is discrete almost surely. Therefore, there may be duplications among a sample from a distribution having the Dirichlet process. The distribution of this duplication is well known as the Ewens sampling formula. This formula is derived by another model, for example, the Chinese restaurant process. The Ewens sampling formula is related with the Donnelly–Tavaré–Griffiths formula I and II, the GEM distribution, and the Poisson–Dirichlet distribution. The Donnelly–Tavaré–Griffiths formula II is related with the Yule distribution and the Waring distribution. The distribution of the number of distinct components of the Ewens sampling formula asymptotically converges to normal distribution. It converges also to the shifted Poisson distribution under the condition resembled to that of Poisson law of small number. As a formula related to the Ewens sampling formula, the Pitman sampling formula is well known. It is also derived by the Chinese restaurant process. 

Dirichlet过程是一种随机概率测度，其实现几乎可以肯定是离散的。 因此，来自具有Dirichlet过程分布的样本之间可能存在重复。 这种重复的分布是众所周知的Ewens采样公式。 此公式是通过另一个模型（例如，中国餐馆过程）得出的。 Ewens采样公式与Donnelly-Tavaré-Griffiths公式I和II，GEM分布以及Poisson-Dirichlet分布有关。 Donnelly-Tavaré-Griffiths公式II与Yule分布和Waring分布有关。 Ewens采样公式的不同成分数量的分布渐近收敛于正态分布。 在类似于小数泊松定律的条件下，它也收敛到偏移的泊松分布。 作为与Ewens采样公式有关的公式，Pitman采样公式是众所周知的。 它也源自中餐厅的过程。