Related papers: Exchangeable Variable Models

Stated choice probabilities are increasingly used in conjunction with the random-coefficient model (RCM) to describe individual preferences. They allow survey respondents to express uncertainty about the future or the incompleteness of a…

We reconsider the immediate exchange model and define a more general class of models where mass is split, exchanged and merged. We relate the splitting process to the symmetric inclusion process via thermalization and from that obtain…

Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…

Reversibility is a key concept in Markov models and Master-equation models of molecular kinetics. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model relies heavily on the reversibility…

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…

A sequence of random variables is called \textit{exchangeable} if its joint distribution is invariant under permutations of indices. The original formulation of de Finetti's theorem roughly says that any exchangeable sequence of…

Let $S$ be a Polish space and $(X_n:n\geq1)$ an exchangeable sequence of $S$-valued random variables. Let $\alpha_n(\cdot)=P(X_{n+1}\in \cdot\mid X_1,\...,X_n)$ be the predictive measure and $\alpha$ a random probability measure on $S$ such…

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,…

We propose a novel, succinct, and effective approach for distribution prediction to quantify uncertainty in machine learning. It incorporates adaptively flexible distribution prediction of $\mathbb{P}(\mathbf{y}|\mathbf{X}=x)$ in regression…

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…

This paper proposes a general switching dynamical system model, and a custom majorization-minimization-based algorithm EM++ for identifying its parameters. For certain families of distributions, such as Gaussian distributions, this…

Failure times of a machinery cannot always be assumed independent and identically distributed, e.g. if after reparations the machinery is not restored to a same-as-new condition. Framed within the renewal processes approach, a…

We construct a prequential test of probabilistic forecasts that does not reject correct forecasts when the data-generating processes is exchangeable and is not manipulable by a false forecaster.

Missing data estimation is an important challenge with high-dimensional data arranged in the form of a matrix. Typically this data matrix is transposable, meaning that either the rows, columns or both can be treated as features. To model…

Directed graphs occur throughout statistical modeling of networks, and exchangeability is a natural assumption when the ordering of vertices does not matter. There is a deep structural theory for exchangeable undirected graphs, which…

We introduce a general framework for de Finetti reduction results, applicable to various notions of partially exchangeable probability distributions. Explicit statements are derived for the cases of exchangeability, Markov exchangeability,…

Expected Shortfall (ES) is the average return on a risky asset conditional on the return being below some quantile of its distribution, namely its Value-at-Risk (VaR). The Basel III Accord, which will be implemented in the years leading up…

It is proved that almost every interval exchange transformation given by the symmetric permutation 1->m, 2->m-1,..., m-1->2, m->1, where m>1 is an odd number, is disjoint from ELF systems. The notion of ELF systems was introduced to express…

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…

Econometric applications with multi-way clustering often feature a small number of effective clusters or heavy-tailed data, making standard cluster-robust and bootstrap inference unreliable in finite samples. In this paper, we develop a…