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April 2021 Stein’s method for the Poisson–Dirichlet distribution and the Ewens sampling formula, with applications to Wright–Fisher models
Han L. Gan, Nathan Ross
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Ann. Appl. Probab. 31(2): 625-667 (April 2021). DOI: 10.1214/20-AAP1600


We provide a general theorem bounding the error in the approximation of a random measure of interest—for example, the empirical population measure of types in a Wright–Fisher model—and a Dirichlet process, which is a measure having Poisson–Dirichlet distributed atoms with i.i.d. labels from a diffuse distribution. The implicit metric of the approximation theorem captures the sizes and locations of the masses, and so also yields bounds on the approximation between the masses of the measure of interest and the Poisson–Dirichlet distribution. We apply the result to bound the error in the approximation of the stationary distribution of types in the finite Wright–Fisher model with infinite-alleles mutation structure (not necessarily parent independent) by the Poisson–Dirichlet distribution. An important consequence of our result is an explicit upper bound on the total variation distance between the random partition generated by sampling from a finite Wright–Fisher stationary distribution, and the Ewens sampling formula. The bound is small if the sample size n is much smaller than N1/6log(N)1/2, where N is the total population size. Our analysis requires a result of separate interest, giving an explicit bound on the second moment of the number of types of a finite Wright–Fisher stationary distribution. The general approximation result follows from a new development of Stein’s method for the Dirichlet process, which follows by viewing the Dirichlet process as the stationary distribution of a Fleming–Viot process, and then applying Barbour’s generator approach.


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Han L. Gan. Nathan Ross. "Stein’s method for the Poisson–Dirichlet distribution and the Ewens sampling formula, with applications to Wright–Fisher models." Ann. Appl. Probab. 31 (2) 625 - 667, April 2021.


Received: 1 October 2019; Revised: 1 April 2020; Published: April 2021
First available in Project Euclid: 1 April 2021

Digital Object Identifier: 10.1214/20-AAP1600

Primary: 60F05 , 92D25
Secondary: 60B10 , 60J25

Keywords: Dirichlet process , Ewens sampling formula , Poisson–Dirichlet approximation , Stein’s method , Wright–Fisher process

Rights: Copyright © 2021 Institute of Mathematical Statistics


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Vol.31 • No. 2 • April 2021
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