Defining Predictive Probability Functions for Species Sampling Models

• Published in: Statistical science Vol. 28; no. 2; p. 209
• Main Authors: Lee, Jaeyong, Quintana, Fernando A, Müller, Peter, Trippa, Lorenzo
• Format: Journal Article
• Language: English
• Published: United States 01.05.2013
• Subjects: exchangeable partition probability functions; Species sampling prior; prediction probability functions
• ISSN: 0883-4237
• DOI: 10.1214/12-STS407

We review the class of species sampling models (SSM). In particular, we investigate the relation between the exchangeable partition probability function (EPPF) and the predictive probability function (PPF). It is straightforward to define a PPF from an EPPF, but the converse is not necessarily true. In this paper we introduce the notion of putative PPFs and show novel conditions for a putative PPF to define an EPPF. We show that all possible PPFs in a certain class have to define (unnormalized) probabilities for cluster membership that are linear in cluster size. We give a new necessary and sufficient condition for arbitrary putative PPFs to define an EPPF. Finally, we show posterior inference for a large class of SSMs with a PPF that is not linear in cluster size and discuss a numerical method to derive its PPF.