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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…

Statistics Theory · Mathematics 2024-11-22 Sandra Fortini , Sonia Petrone

Though the notion of exchangeability has been discussed in the causal inference literature under various guises, it has rarely taken its original meaning as a symmetry property of probability distributions. As this property is a standard…

Methodology · Statistics 2023-10-04 Olli Saarela , David A. Stephens , Erica E. M. Moodie

Exchangeability -- in which the distribution of an infinite sequence is invariant to reorderings of its elements -- implies the existence of a simple conditional independence structure that may be leveraged in the design of statistical…

Statistics Theory · Mathematics 2022-07-25 Trevor Campbell , Saifuddin Syed , Chiao-Yu Yang , Michael I. Jordan , Tamara Broderick

We derive representation theorems for exchangeable distributions on finite and infinite graphs using elementary arguments based on geometric and graph-theoretic concepts. Our results elucidate some of the key differences, and their…

Statistics Theory · Mathematics 2018-09-18 Steffen L. Lauritzen , Alessandro Rinaldo , Kayvan Sadeghi

Conformal prediction has been a very popular method of distribution-free predictive inference in recent years in machine learning and statistics. Its popularity stems from the fact that it works as a wrapper around any prediction algorithm…

Methodology · Statistics 2021-06-07 Arun Kumar Kuchibhotla

Randomness (in the sense of being generated in an IID fashion) and exchangeability are standard assumptions in nonparametric statistics and machine learning, and relations between them have been a popular topic of research. This short paper…

Statistics Theory · Mathematics 2026-01-21 Vladimir Vovk

Some practical results are derived for population inference based on a sample, under the two qualitative conditions of 'ignorability' and exchangeability. These are the 'Histogram Theorem', for predicting the outcome of a non-sampled member…

Statistics Theory · Mathematics 2015-11-12 Jonathan Rougier

We extend de Finetti's [Ann. Inst. H. Poincar\'{e} 7 (1937) 1--68] notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are modelled using coherent lower previsions rather than…

Probability · Mathematics 2009-09-08 Gert de Cooman , Erik Quaeghebeur , Enrique Miranda

Intelligent agents must be able to articulate its own uncertainty. In this work, we show that pre-trained sequence models are naturally capable of probabilistic reasoning over exchangeable data points -- forming informed beliefs and…

Machine Learning · Statistics 2024-12-02 Naimeng Ye , Hongseok Namkoong

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…

Machine Learning · Computer Science 2014-05-06 Mathias Niepert , Pedro Domingos

We investigate how to model exchangeability with choice functions. Exchangeability is a structural assessment on a sequence of uncertain variables. We show how such assessments are a special indifference assessment, and how that leads to a…

Artificial Intelligence · Computer Science 2017-03-07 Arthur Van Camp , Gert de Cooman

Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

Methodology · Statistics 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

Exchangeability is a fundamental concept in probability theory and statistics. It allows to model situations where the order of observations does not matter. The classical de Finetti's theorem provides a representation of infinitely…

Quantum Physics · Physics 2025-12-30 Alessio Benavoli , Alessandro Facchini , Marco Zaffalon

We review old and new uses of exchangeability, emphasizing the general theme of exchangeable representations of complex random structures. Illustrations of this theme include processes of stochastic coalescence and fragmentation; continuum…

Probability · Mathematics 2010-02-22 David J. Aldous

Standard clustering techniques assume a common configuration for all features in a dataset. However, when dealing with multi-view or longitudinal data, the clusters' number, frequencies, and shapes may need to vary across features to…

Methodology · Statistics 2025-03-26 Beatrice Franzolini , Maria De Iorio , Johan Eriksson

Sets of desirable gambles constitute a quite general type of uncertainty model with an interesting geometrical interpretation. We give a general discussion of such models and their rationality criteria. We study exchangeability assessments…

Probability · Mathematics 2010-12-10 Gert de Cooman , Erik Quaeghebeur

As inductive inference and machine learning methods in computer science see continued success, researchers are aiming to describe ever more complex probabilistic models and inference algorithms. It is natural to ask whether there is a…

Logic · Mathematics 2019-11-19 Nathanael L. Ackerman , Cameron E. Freer , Daniel M. Roy

We extend de Finetti's (1937) notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are modelled using coherent lower previsions rather than (linear) previsions. We prove…

Probability · Mathematics 2008-01-09 Gert de Cooman , Erik Quaeghebeur , Enrique Miranda

Computing expected predictions of discriminative models is a fundamental task in machine learning that appears in many interesting applications such as fairness, handling missing values, and data analysis. Unfortunately, computing…

Machine Learning · Computer Science 2019-11-04 Pasha Khosravi , YooJung Choi , Yitao Liang , Antonio Vergari , Guy Van den Broeck

We argue for the use of separate exchangeability as a modeling principle in Bayesian nonparametric (BNP) inference. Separate exchangeability is de facto widely applied in the Bayesian parametric case, e.g., it naturally arises in simple…

Methodology · Statistics 2025-07-29 Giovanni Rebaudo , Qiaohui Lin , Peter Mueller
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