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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

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

Motivated by recent interests in predictive inference under distribution shift, we study the problem of approximating finite weighted exchangeable sequences by a mixture of finite sequences with independent terms. Various bounds are derived…

Statistics Theory · Mathematics 2023-06-21 Wenpin Tang

The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is…

Operator Algebras · Mathematics 2008-06-24 Claus Köstler

We prove a computable version of de Finetti's theorem on exchangeable sequences of real random variables. As a consequence, exchangeable stochastic processes expressed in probabilistic functional programming languages can be automatically…

Logic · Mathematics 2012-02-03 Cameron E. Freer , Daniel M. Roy

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

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

For a class of random partitions of an infinite set a de Finetti-type representation is derived, and in one special case a central limit theorem for the number of blocks is shown.

Probability · Mathematics 2007-05-23 Alexander Gnedin

Trait allocations are a class of combinatorial structures in which data may belong to multiple groups and may have different levels of belonging in each group. Often the data are also exchangeable, i.e., their joint distribution is…

Statistics Theory · Mathematics 2020-01-28 Trevor Campbell , Diana Cai , Tamara Broderick

Partially exchangeable sequences representable as mixtures of Markov chains are completely specified by de Finetti's mixing measure. The paper characterizes, in terms of a subclass of hidden Markov models, the partially exchangeable…

Probability · Mathematics 2015-06-04 Cecilia Prosdocimi , Lorenzo Finesso

The natural habitat of most Bayesian methods is data represented by exchangeable sequences of observations, for which de Finetti's theorem provides the theoretical foundation. Dirichlet process clustering, Gaussian process regression, and…

Statistics Theory · Mathematics 2015-02-16 Peter Orbanz , Daniel M. Roy

A sequence of random variables is called exchangeable if the joint distribution of the sequence is unchanged by any permutation of the indices. De Finetti's theorem characterizes all $\{0,1\}$-valued exchangeable sequences as a "mixture" of…

Probability · Mathematics 2018-09-05 Werner Kirsch

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

In [Fortini et al., Stoch. Proc. Appl. 100 (2002), 147--165] it is demonstrated that a recurrent Markov exchangeable process in the sense of Diaconis and Freedman is essentially a partially exchangeable process in the sense of de Finetti.…

Probability · Mathematics 2009-10-06 Davide Di Cecco

De Finetti's theorem, also called the de Finetti-Hewitt-Savage theorem, is a foundational result in probability and statistics. Roughly, it says that an infinite sequence of exchangeable random variables can always be written as a mixture…

Statistics Theory · Mathematics 2023-11-29 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

We develop a framework for the operationalization of models and parameters by combining de Finetti's representation theorem with a conditional form of Sanov's theorem. This synthesis, the tilted de Finetti theorem, shows that conditioning…

Statistics Theory · Mathematics 2025-09-17 Nicholas G. Polson , Daniel Zantedeschi

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…

Information Theory · Computer Science 2021-06-28 Lampros Gavalakis , Ioannis Kontoyiannis

We give a nonstandard analytic proof of de Finetti's theorem for an exchangeable sequence of Bernoulli random variables. The theorem postulates that such a sequence is uniquely representable as a mixture of iid sequences of Bernoulli random…

Probability · Mathematics 2024-10-17 Irfan Alam

A classic and fundamental result about the decomposition of random sequences into a mixture of simpler ones is de Finetti's Theorem. In its original form it applies to infinite 0-1 valued exchangeable sequences. Later it was extended and…

Probability · Mathematics 2021-11-16 Andras Farago

To allow for tractable probabilistic inference with respect to domain sizes, lifted probabilistic inference exploits symmetries in probabilistic graphical models. However, checking whether two factors encode equivalent semantics and hence…

Artificial Intelligence · Computer Science 2024-04-08 Malte Luttermann , Johann Machemer , Marcel Gehrke
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