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Related papers: An elementary proof of de Finetti's Theorem

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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

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…

Probability · Mathematics 2025-03-21 Irfan Alam

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

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 show that the classical de Finetti theorem has a canonical noncommutative counterpart if we strengthen `exchangeability' (i.e., invariance of the joint distribution of the random variables under the action of the permutation group) to…

Operator Algebras · Mathematics 2009-11-13 Claus Köstler , Roland Speicher

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

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 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

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

We present a novel proof of de Finetti's Theorem characterizing permutation-invariant probability measures of infinite sequences of variables, so-called exchangeable measures. The proof is phrased in the language of Markov categories, which…

Probability · Mathematics 2021-11-08 Tobias Fritz , Tomáš Gonda , Paolo Perrone

We show the following generalizations of the de Finetti--Hewitt--Savage theorem: Given an exchangeable sequence of random elements, the sequence is conditionally i.i.d. if and only if each random element admits a regular conditional…

Probability · Mathematics 2023-12-29 Peter Potaptchik , Daniel M. Roy , David Schrittesser

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

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 introduce a family of quantum semigroups and their natural coactions on noncommutative polynomials. We present three invariance conditions, associated with these coactions, for the joint distribution of sequences of selfadjoint…

Operator Algebras · Mathematics 2014-10-28 Weihua Liu

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

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

A relationally exchangeable structure is a random combinatorial structure whose law is invariant with respect to relabeling its relations, as opposed to its elements. Aside from exchangeable random partitions, examples include edge…

Statistics Theory · Mathematics 2019-07-22 Harry Crane , Walter Dempsey

Given a quantum system consisting of many parts, we show that symmetry of the system's state, i.e., invariance under swappings of the subsystems, implies that almost all of its parts are virtually identical and independent of each other.…

Quantum Physics · Physics 2011-11-09 Renato Renner

In arXiv:0807.0677, K\"ostler and Speicher observed that de Finetti's theorem on exchangeable sequences has a free analogue if one replaces exchangeability by the stronger condition of invariance under quantum permutations. In this paper we…

Operator Algebras · Mathematics 2009-06-01 Stephen Curran

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,…

Probability · Mathematics 2018-01-17 Ivan Bardet , Cécilia Lancien , Ion Nechita
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