Related papers: Countable Partially Exchangeable Mixtures
A finite form of de Finetti's representation theorem is established using elementary information-theoretic tools: The distribution of the first $k$ random variables in an exchangeable binary vector of length $n\geq k$ is close to a mixture…
We introduce a novel way to incorporate prior information into (semi-) supervised non-negative matrix factorization, which we call differentiable dictionary search. It enables general, highly flexible and principled modelling of mixtures…
We consider Markov-switching regression models, i.e. models for time series regression analyses where the functional relationship between covariates and response is subject to regime switching controlled by an unobservable Markov chain.…
Multilayer networks generalize single-layered connectivity data in several directions. These generalizations include, among others, settings where multiple types of edges are observed among the same set of nodes (edge-colored networks) or…
Every exchangeable Feller process taking values in a suitably nice combinatorial state space can be constructed by a system of iterated random Lipschitz functions. In discrete time, the construction proceeds by iterated application of…
Graded posets frequently arise throughout combinatorics, where it is natural to try to count the number of elements of a fixed rank. These counting problems are often $\#\textbf{P}$-complete, so we consider approximation algorithms for…
There is currently a renewed interest in the Bayesian predictive approach to statistics. This paper offers a review on foundational concepts and focuses on predictive modeling, which by directly reasoning on prediction, bypasses inferential…
We present a new measure of entanglement for mixed states. It can be approximately computable for every state and can be used to quantify all different types of multipartite entanglement. We show that it satisfies the usual properties of a…
We propose a framework to model the distribution of sequential data coming from a set of entities connected in a graph with a known topology. The method is based on a mixture of shared hidden Markov models (HMMs), which are jointly trained…
Scientific explanation often requires inferring maximally predictive features from a given data set. Unfortunately, the collection of minimal maximally predictive features for most stochastic processes is uncountably infinite. In such…
Substitution Markov chains have been introduced [7] as a new model to describe molecular evolution. In this note, we study the associated Martin boundaries from a probabilistic and topological viewpoint. An example is given that, although…
We prove bounds on statistical distances between high-dimensional exchangeable mixture distributions (which we call \emph{permutation mixtures}) and their i.i.d. counterparts. Our results are based on a novel method for controlling $\chi^2$…
We present an algorithm that can efficiently compute a broad class of inferences for discrete-time imprecise Markov chains, a generalised type of Markov chains that allows one to take into account partially specified probabilities and other…
The fragmentation processes of exchangeable partitions have already been studied by several authors. In this paper, we examine rather fragmentation of exchangeable compositions, that means partitions of $\mathbb{N}$ where the order of the…
Motivated by applications arising in networked systems, this work examines controlled regime-switching systems that stem from a mean-variance formulation. A main point is that the switching process is a hidden Markov chain. An additional…
We study the statistical properties of piecewise expanding maps in the general setting of metric measure spaces. We provide sufficient conditions for exponential mixing of such systems with explicit estimates on the constants. We also…
We study Markov processes with values in the space of general two-dimensional arrays whose distribution is exchangeable. The results of this paper are inspired by the theory of exchangeable dynamical random graphs developed by H. Crane…
Combinatorial interpretation of the fibonomial coefficients as a number of choices of specific finite subsets of an infinite partially ordered set of not binomial type is proposed. This partially ordered set is here defined via…
This report introduces a parsimonious structure for mixture of autoregressive models, where the weighting coefficients are determined through latent random variables as functions of all past observations. These variables follow a hidden…
A wide class of ``counting'' problems have been studied in Computer Science. Three typical examples are the estimation of - (i) the permanent of an $n\times n$ 0-1 matrix, (ii) the partition function of certain $n-$ particle Statistical…