Related papers: Characterisation of exchangeable sequences through…
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…
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…
Exchangeability is a central notion in statistics and probability theory. The assumption that an infinite sequence of data points is exchangeable is at the core of Bayesian statistics. However, finite exchangeability as a statistical…
We consider the problem of distributed binary hypothesis testing of two sequences that are generated by an i.i.d. doubly-binary symmetric source. Each sequence is observed by a different terminal. The two hypotheses correspond to different…
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…
We continue study of conformal testing in binary model situations. In this note we consider Markov alternatives to the null hypothesis of exchangeability. We propose two new classes of conformal test martingales; one class is statistically…
We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…
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…
The sign patterns of inverse doubly-nonnegative matrices are examined. A necessary and sufficient condition is developed for a sign matrix to correspond to an inverse doubly-nonnegative matrix. In addition, for a doubly-nonnegative matrix…
A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called coboundary. Such a representation can be used for proving some…
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…
The hypothesis of randomness is fundamental in statistical machine learning and in many areas of nonparametric statistics; it says that the observations are assumed to be independent and coming from the same unknown probability…
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…
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…
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…
We present an elementary proof concerning reciprocal transmittances and reflectances. The proof is direct, simple, and valid for the diverse objects that can be absorptive and induce diffraction and scattering, as long as the objects…
For a bivariate random vector (X,Y), symmetry conditions are presented that yield stochastic orderings among |X|, |Y|, |max(X,Y)|, and | min(X, Y)|. Partial extensions of these results for multivariate random vectors (X1,...,Xn) are also…
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…
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…
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…