Related papers: Exchangeable sequences driven by an absolutely con…

In his 1985 survey of notions of exchangeability, Aldous introduced a form of exchangeability corresponding to the symmetries of the infinite discrete cube, and asked whether these exchangeable probability measures enjoy a representation…

We study the problem of when, given a countable homogeneous structure $M$ and a space $S$ of expansions of $M$, every $\mathrm{Aut}(M)$-invariant probability measure on $S$ is exchangeable (i.e. invariant under all permutations of the…

This paper proves a representation theorem regarding sequences of random elements that take values in a Borel space and are measurable with respect to the sigma algebra generated by an arbitrary union of sigma algebras. This, together with…

Suppose we observe an infinite series of coin flips $X_1,X_2,\ldots$, and wish to sequentially test the null that these binary random variables are exchangeable. Nonnegative supermartingales (NSMs) are a workhorse of sequential inference,…

Suppose that $X$ is a Polish space, $E$ is a countable Borel equivalence relation on $X$, and $\mu$ is an $E$-invariant Borel probability measure on $X$. We consider the circumstances under which for every countable non-abelian free group…

Let $\Omega$ be a countable infinite product $\Omega^\N$ of copies of the same probability space $\Omega_1$, and let ${\Xi_n}$ be the sequence of the coordinate projection functions from $\Omega$ to $\Omega_1$. Let $\Psi$ be a possibly…

A sequence $x_1,\dots,x_n,\dots$ of discrete-valued observations is generated according to some unknown probabilistic law (measure) $\mu$. After observing each outcome, one is required to give conditional probabilities of the next…

A sequence of random variables is exchangeable if its joint distribution is invariant under variable permutations. We introduce exchangeable variable models (EVMs) as a novel class of probabilistic models whose basic building blocks are…

Let $(X_1,\ldots,X_n)$ be an exchangeable random vector with distribution function $F$, and denote by $Y_1\leq \cdots\leq Y_n$ the corresponding order statistics. We show that the conditional distribution of $(X_1,\ldots,X_n)$ given…

Given two measurable spaces $H$ and $D$ with countably generated $\sigma$-algebras, a perfect prior probability measure $P_H$ on $H$ and a sampling distribution $S: H \rightarrow D$, there is a corresponding inference map $I: D \rightarrow…

We survey known solutions to the infinite extendibility problem for (necessarily exchangeable) probability laws on $\mathbb{R}^d$, which is: Can a given random vector $\vec{X} = (X_1,\ldots,X_d)$ be represented in distribution as the first…

A predictive distribution over a sequence of $N+1$ events is said to be "frequency mimicking" whenever the probability for the final event conditioned on the outcome of the first $N$ events equals the relative frequency of successes among…

In a recent paper, the authors studied the distribution properties of a class of exchangeable processes, called measure-valued P\'{o}lya sequences (MVPS), which arise as the observation process in a generalized urn sampling scheme. Here we…

This note establishes that if a sequence $P_n, n=1,\ldots$ of probability measures converges in total variation to the limiting probability measure $P$, and $\sigma$-algebras $\mathbb{A}$ and $\mathbb{B}$ are conditionally independent given…

Let (X k) be a strictly stationary sequence of random variables with values in some Polish space E and common marginal $\mu$, and (A k) k>0 be a sequence of Borel sets in E. In this paper, we give some conditions on (X k) and (A k) under…

Let $\mu$ be a given Borel measure on $\K\subseteq\R^n$ and let $y=(y_\alpha)$, $\alpha\in\N^n$, be a given sequence. We provide several conditions linking $y$ and the moment sequence $z=(z_\alpha)$ of $\mu$, for $y$ to be the moment…

Let $(X,\mathcal{A}, \mu)$ be a probability measure space and let $T_i,$ $1\leq i\leq H,$ be invertible bi measurable measure preserving transformations on this measure space. We give a sufficient condition for the product of $H$ bounded…

Let $S= (s_1<s_2<\dots)$ be a strictly increasing sequence of positive integers and denote $\mathbf{e}(\beta)=\mathrm{e}^{2\pi i \beta}$. We say $S$ is good if for every real $\alpha$ the limit $\lim_N \frac1N\sum_{n\le N}…

Let (X_n) be a sequence of random variables (with values in a separable metric space) and (N_n) a sequence of random indices. Conditions for X_{N_n} to converge stably (in particular, in distribution) are provided. Some examples, where such…

Let $X$ be a locally compact Polish space. A random measure on $X$ is a probability measure on the space of all (nonnegative) Radon measures on $X$. Denote by $\mathbb K(X)$ the cone of all Radon measures $\eta$ on $X$ which are of the form…