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Rediscovery of Good-Turing estimators via Bayesian nonparametrics

2014/01/01 by Stefano Favaro, Favaro, Stefano, Bernardo Nipoti +3 · 2 citations
Biochemistry, Genetics and Molecular Biology · Computer Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #Gene expression and cancer classification #Methodology (stat.ME) #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1401.0303

openalex publication_date 2014/01/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The problem of estimating discovery probabilities originated in the context of statistical ecology, and in recent years it has become popular due to its frequent appearance in challenging applications arising in genetics, bioinformatics, linguistics, designs of experiments, machine learning, etc. A full range of statistical approaches, parametric and nonparametric as well as frequentist and Bayesian, has been proposed for estimating discovery probabilities. In this paper we investigate the relationships between the celebrated Good-Turing approach, which is a frequentist nonparametric approach developed in the 1940s, and a Bayesian nonparametric approach recently introduced in the literature. Specifically, under the assumption of a two parameter Poisson-Dirichlet prior, we show that Bayesian nonparametric estimators of discovery probabilities are asymptotically equivalent, for a large sample size, to suitably smoothed Good-Turing estimators. As a by-product of this result, we introduce and investigate a methodology for deriving exact and asymptotic credible intervals to be associated with the Bayesian nonparametric estimators of discovery probabilities. The proposed methodology is illustrated through a comprehensive simulation study and the analysis of Expressed Sequence Tags data generated by sequencing a benchmark complementary DNA library.

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