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A new distribution on the simplex containing the Dirichlet family

The Dirichlet family owes its privileged status within simplex distributions to easyness of interpretation and good mathematical properties. In particular, we recall fundamental properties for the analysis of compositional data such as closure under amalgamation and subcomposition. From a probabilistic point of view, it is characterised (uniquely) by a variety of independence relationships which makes it indisputably the reference model for expressing the non trivial idea of substantial independence for compositions. Indeed, its well known inadequacy as a general model for compositional data stems from such an independence structure together with the poorness of its parametrisation. In this paper a new class of distributions (called Flexible Dirichlet) capable of handling various dependence structures and containing the Dirichlet as a special case is presented. The new model exhibits a considerably richer parametrisation which, for example, allows to model the means and (part of) the variance-covariance matrix separately. Moreover, such a model preserves some good mathematical properties of the Dirichlet, i.e. closure under amalgamation and subcomposition with new parameters simply related to the parent composition parameters. Furthermore, the joint and conditional distributions of subcompositions and relative totals can be expressed as simple mixtures of two Flexible Dirichlet distributions. The basis generating the Flexible Dirichlet, though keeping compositional invariance, shows a dependence structure which allows various forms of partitional dependence to be contemplated by the model (e.g. non-neutrality, subcompositional dependence and subcompositional non-invariance), independence cases being identified by suitable parameter configurations. In particular, within this model substantial independence among subsets of components of the composition naturally occurs when the subsets have a Dirichlet distribution

Geologische Vereinigung; Institut d鈥橢stad铆stica de Catalunya; International Association for Mathematical Geology; C脿tedra Llu铆s Santal贸 d鈥橝plicacions de la Matem脿tica; Generalitat de Catalunya, Departament d鈥橧nnovaci贸, Universitats i Recerca; Ministerio de Educaci贸n y Ciencia; Ingenio 2010.

Universitat de Girona. Departament d鈥橧nform脿tica i Matem脿tica Aplicada

Manager: Daunis i Estadella, Josep
Mart铆n Fern谩ndez, Josep Antoni
Other contributions: Universitat de Girona. Departament d鈥橧nform脿tica i Matem脿tica Aplicada
Author: Ongaro, Andrea
Migliorati, Sonia
Monti, Gianna Serafina
Abstract: The Dirichlet family owes its privileged status within simplex distributions to easyness of interpretation and good mathematical properties. In particular, we recall fundamental properties for the analysis of compositional data such as closure under amalgamation and subcomposition. From a probabilistic point of view, it is characterised (uniquely) by a variety of independence relationships which makes it indisputably the reference model for expressing the non trivial idea of substantial independence for compositions. Indeed, its well known inadequacy as a general model for compositional data stems from such an independence structure together with the poorness of its parametrisation. In this paper a new class of distributions (called Flexible Dirichlet) capable of handling various dependence structures and containing the Dirichlet as a special case is presented. The new model exhibits a considerably richer parametrisation which, for example, allows to model the means and (part of) the variance-covariance matrix separately. Moreover, such a model preserves some good mathematical properties of the Dirichlet, i.e. closure under amalgamation and subcomposition with new parameters simply related to the parent composition parameters. Furthermore, the joint and conditional distributions of subcompositions and relative totals can be expressed as simple mixtures of two Flexible Dirichlet distributions. The basis generating the Flexible Dirichlet, though keeping compositional invariance, shows a dependence structure which allows various forms of partitional dependence to be contemplated by the model (e.g. non-neutrality, subcompositional dependence and subcompositional non-invariance), independence cases being identified by suitable parameter configurations. In particular, within this model substantial independence among subsets of components of the composition naturally occurs when the subsets have a Dirichlet distribution
Geologische Vereinigung; Institut d鈥橢stad铆stica de Catalunya; International Association for Mathematical Geology; C脿tedra Llu铆s Santal贸 d鈥橝plicacions de la Matem脿tica; Generalitat de Catalunya, Departament d鈥橧nnovaci贸, Universitats i Recerca; Ministerio de Educaci贸n y Ciencia; Ingenio 2010.
Document access: http://hdl.handle.net/2072/294535
Language: eng
Publisher: Universitat de Girona. Departament d鈥橧nform脿tica i Matem脿tica Aplicada
Rights: Tots els drets reservats
Subject: Invari脿ncia
Models matem脿tics
Dirichlet, Principi de
Dirichlet, Distribuci贸 de
Dirichlet distribution
Title: A new distribution on the simplex containing the Dirichlet family
Type: info:eu-repo/semantics/conferenceObject
Repository: Recercat

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