Related papers: Countable Partially Exchangeable Mixtures

In this paper the metric on the set of mixing actions of a countable infinite group is introduced so that the corresponding space is complete and separable. Keywords and phrases. Monotilable group, measure preserving transformations, mixing…

We consider a class of small-sample distribution estimators over noisy channels. Our estimators are designed for repetition channels, and rely on properties of the runs of the observed sequences. These runs are modeled via a special type of…

A class of examples is constructed to show that for strictly stationary Markov chains that are reversible, the simultaneous mixing rates for the $\rho$-mixing and strong mixing ($\alpha$-mixing) conditions can be fairly arbitrary, within…

It has been well known for some time that for strictly stationary Markov chains that are ``reversible'', that special symmetry provides special extra features in the mathematical theory. This paper here is primarily a purely expository…

Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…

We show that boundary theory for transient Markov chains, as initiated by Doob, can be used to prove de Finetti's classical representation result for exchangeable random sequences. We also include the relevant parts of the theory, with full…

In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. . .) and they are…

We consider a family of Markov chains whose transition dynamics are affected by model parameters. Understanding the parametric dependence of (complex) performance measures of such Markov chains is often of significant interest. The…

We study global-local mixing for a family of accessible skew products with an exponentially mixing base and non-compact fibers, preserving an infinite measure. For a dense set of almost periodic global observables, we prove rapid mixing;…

We provide a quantification of the uniqueness of Gibbs measure for topologically mixing countable Markov shifts with locally H\"older continuous potentials. Corollaries for speed of convergence for approximation by finite subsystems are…

In this paper we consider non parametric finite translation mixtures. We prove that all the parameters of the model are identifiable as soon as the matrix that defines the joint distribution of two consecutive latent variables is non…

The partially asymmetric exclusion process (PASEP) is an important model from statistical mechanics which describes a system of interacting particles hopping left and right on a one-dimensional lattice of N sites. It is partially asymmetric…

Recent research has established sufficient conditions for finite mixture models to be identifiable from grouped observations. These conditions allow the mixture components to be nonparametric and have substantial (or even total) overlap.…

In the mixture of experts model, a common assumption is the linearity between a response variable and covariates. While this assumption has theoretical and computational benefits, it may lead to suboptimal estimates by overlooking potential…

The partial sum of the states of a Markov chain or more generally a Markov source is asymptotically normally distributed under suitable conditions. One of these conditions is that the variance is unbounded. A simple combinatorial…

We give a probabilistic characterization of the set of measures that can be represented by the matrix product ansatz. By suitably enlarging the state space, we show that a probability measure can be described in terms of non negative…

We propose a Bayesian nonparametric mixture model for prediction- and information extraction tasks with an efficient inference scheme. It models categorical-valued time series that exhibit dynamics from multiple underlying patterns (e.g.…

Let S be a denumerable state space and let P be a transition probability matrix on S. If a denumerable set M of nonnegative matrices is such that the sum of the matrices is equal to P, then we call M a partition of P. Let K denote the set…

This paper proposes an extension of standard mixture stochastic models, by replacing the constant mixture weights with functional weights defined using a classifier. Classifier Weighted Mixtures enable straightforward density evaluation,…

This work focuses on a class of semi-linear functional stochastic partial differential equations with Markovian switching, in which the switching component may have finite or countably infinite states. The well-posedness of the underlying…