Related papers: De Finetti's Theorem in Categorical Probability
The de Finetti representation theorem for continuous variable quantum system is first developed to approximate an N-partite continuous variable quantum state with a convex combination of independent and identical subsystems, which requires…
We establish a connection between two results in the literature on probabilistic semantics: a formulation of De Finetti's theorem in the language of category theory due to Jacobs and Staton, and the generic construction of the free…
It is well known that the space of invariant probability measures for transitive sub-shifts of finite type is a Poulsen simplex. In this article we prove that in the non-compact setting, for a large family of transitive countable Markov…
The quantum versions of de Finetti's theorem derived so far express the convergence of n-partite symmetric states, i.e., states that are invariant under permutations of their n parties, towards probabilistic mixtures of independent and…
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,…
We prove an analogue of the portmanteau theorem on weak convergence of probability measures allowing measures which are unbounded on an underlying metric space but finite on the complement of any Borel neighbourhood of a fixed element.
We prove bounds on statistical distances between high-dimensional exchangeable mixture distributions (which we call \emph{permutation mixtures}) and their i.i.d. counterparts. Our results are based on a novel method for controlling $\chi^2$…
We prove a version of the quantum de Finetti theorem: permutation-invariant quantum states are well approximated as a probabilistic mixture of multi-fold product states. The approximation is measured by distinguishability under fully…
Predictive constructions are a powerful way of characterizing the probability law of stochastic processes with certain forms of invariance, such as exchangeability or Markov exchangeability. When de Finetti-like representation theorems are…
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…
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.
Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…
For any standard Borel space $B$, let $\mathcal{P}(B)$ denote the space of Borel probability measures on $B$. In relation to a difficult problem of Aldous in exchangeability theory, and in connection with arithmetic combinatorics, Austin…
A new 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 vector of $n\geq k$ random variables is close to a…
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 aim of this paper is to prove ergodic decomposition theorems for probability measures quasi-invariant under Borel actions of inductively compact groups (Theorem 1) as well as for sigma-finite invariant measures (Corollary 1). For…
In this work we analyze the concept of swap-invariance, which is a weaker variant of exchangeability. A random vector $\xi$ in $\mathbb{R}^n$ is called swap-invariant if $\,{\mathbf E}\,\big| \!\sum_j u_j \xi_j \big|\,$ is invariant under…
The invariant measure is a fundamental object in the theory of Markov processes. In finite dimensions a Markov process is defined by transition rates of the corresponding stochastic matrix. The Markov tree theorem provides an explicit…
In 1931 de Finetti proved what is known as his Dutch Book Theorem. This result implies that the finite additivity {\it axiom} for the probability of the disjunction of two incompatible events becomes a {\it consequence} of de Finetti's…
We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…