2 citations · 4 across the 12 of their papers we have counts for
12 papers
Precise Deviations for the Ewens-Pitman Model
Zhiqi Peng, Youzhou Zhou
In this paper, we derive an integral representation for the distribution of the number of types in the Ewens-Pitman model. Based on this representation, we also establish pre…
Confluent Vandermonde with Arnoldi
Qiang Niu, Hui Zhang, Youzhou Zhou
In this note, we extend the Vandermonde with Arnoldi method recently advocated by P. D. Brubeck, Y. Nakatsukasa and L. N. Trefethen to dealing with the confluent Vandermonde matrix…
Modeling Randomly Walking Volatility with Chained Gamma Distributions
Di Zhang, Qiang Niu, Youzhou Zhou
Volatility clustering is a common phenomenon in financial time series. Typically, linear models can be used to describe the temporal autocorrelation of the (logarithmic) variance o…
Convergence Analysis of Schr{ö}dinger-F{ö}llmer Sampler without Convexity
Yuling Jiao, Lican Kang, Yanyan Liu +1
Schrödinger-Föllmer sampler (SFS) is a novel and efficient approach for sampling from possibly unnormalized distributions without ergodicity. SFS is based on the Euler-Maruyama dis…
Transition Density of an Infinite-dimensional diffusion with the Jack Parameter
Youzhou Zhou
From the Poisson-Dirichlet diffusions to the -measure diffusions, they all have explicit transition densities. In this paper, we will show that the transition densities of the $…
Dual process in the two-parameter Poisson-Dirichlet diffusion
Robert C. Griffiths, Matteo Ruggiero, Dario Spanò +1
The two-parameter Poisson-Dirichlet diffusion takes values in the infinite ordered simplex and extends the celebrated infinitely-many-neutral-alleles model, having a two-parameter…
Integral representation of probabilities in Kingman coalescent
Youzhou Zhou
Kingman Coalescent was first proposed by Kingman [7] in population genetics to describe population's genealogical structure. Now it becomes a bench-mark model for coalescent proces…
Some Moderate Deviations for Ewens-Pitman Sampling Model
Youzhou Zhou
Ewens-Pitman model has been successfully applied to various fields including Bayesian statistics. There are four important estimators ,. I…
Limit Theorems Associated With The Pitman-Yor Process
Shui Feng, Fuqing Gao, Youzhou Zhou
The Pitman-Yor process is a random discrete measure. The random weights or masses follow the two-parameter Poisson-Dirichlet distribution with parameters . The paramet…
Ergodic Inequality of Three Population Genetic Models
Youzhou Zhou
In this article, three models are considered, they are the infinitely-many-neutral-alleles model \cite{MR615945}, infinite dimensional diffusion associated with two-parameter Poiss…
Small-time Sampling Behaviour of a Fleming-Viot Process
Youzhou Zhou
The Fleming-Viot process with parent-independent mutation process is one particular neutral population genetic model. As time goes by, some initial species are replaced by mutated…
Asymptotic Behaviour of an Infinitely-Many-Alleles Diffusion with Symmetric Overdonminance
Youzhou Zhou
This paper considers the limiting distribution of , the stationary distribution of the infinitely-many-alleles diffusion with symmetric overdominance \cite{MR1626158}. In…