Species sampling models: consistency for the number of species

Abstract

This paper considers species sampling models using constructions that arise from Bayesian nonparametric prior distributions. A discrete random measure, used to generate a species sampling model, can have either a countable infinite number of atoms, which has been the emphasis in the recent literature, or a finite number of atoms K , while allowing K to be assigned a prior probability distribution on the positive integers. It is the latter class of model we consider here, due to the interpretation of K as the number of species. We demonstrate the consistency of the posterior distribution of K as the sample size increases.