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This is the preliminary program for the 2007 Joint Statistical Meetings in Salt Lake City, Utah.

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Activity Number: 475
Type: Contributed
Date/Time: Wednesday, August 1, 2007 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #310324
Title: Markovian Dynamics in a RAM with Applications to Classification
Author(s): Zach Dietz*+
Companies: Tulane University
Address: 5420 Garfield Street, New Orleans, LA, 70115,
Keywords: RAM ; GEM distribution ; Dirichlet distribution
Abstract:

The residual allocation model (RAM) constructed from a collection of iid Beta(1,theta) random variables is known as the GEM(theta) distribution. A well-known property of the GEM(theta) distribution is that the sum of the elementwise product of a GEM(theta)'s coordinates with an iid collection of discrete random variables converges to a Dirichlet distribution. Based on the work of Dietz and Sethuraman, we discuss a similar result in which the collection of discrete random variables are Markovian, and in this context we introduce a distribution on the infinite simplex that follows the recipe for a RAM, but utilizes dependent Beta random variables, and thereby giving rise to, perhaps, a nonstationary GEM distribution.

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Revised September, 2007