Countable Partially Exchangeable Mixtures
Probability
2015-06-04 v2
Abstract
Partially exchangeable sequences representable as mixtures of Markov chains are completely specified by de Finetti's mixing measure. The paper characterizes, in terms of a subclass of hidden Markov models, the partially exchangeable sequences with mixing measure concentrated on a countable set, both for discrete valued and for Polish valued sequences.
Keywords
Cite
@article{arxiv.1306.5631,
title = {Countable Partially Exchangeable Mixtures},
author = {Cecilia Prosdocimi and Lorenzo Finesso},
journal= {arXiv preprint arXiv:1306.5631},
year = {2015}
}
Comments
24 pages, no figures in Journal of Theoretical Probability 2014