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Measure-valued P\'olya urn sequences (MVPS) are a generalization of the observation processes generated by $k$-color P\'olya urn models, where the space of colors $\mathbb{X}$ is a complete separable metric space and the urn composition is…

Probability · Mathematics 2024-05-14 Hristo Sariev , Mladen Savov

In a recent paper, the authors studied the distribution properties of a class of exchangeable processes, called measure-valued P\'{o}lya sequences (MVPS), which arise as the observation process in a generalized urn sampling scheme. Here we…

Probability · Mathematics 2025-08-13 Hristo Sariev , Mladen Savov

A P\'olya urn process is a Markov chain that models the evolution of an urn containing some coloured balls, the set of possible colours being $\{1,\ldots,d\}$ for $d\in \mathbb{N}$. At each time step, a random ball is chosen uniformly in…

Probability · Mathematics 2017-03-13 Cécile Mailler , Jean-François Marckert

Sufficient conditions are developed for a class of generalized Polya urn schemes ensuring exchangeability. The extended class includes the Blackwell-MacQueen Polya urn and the urn schemes for the two-parameter Poisson-Dirichlet process and…

Probability · Mathematics 2007-05-23 Hemant Ishwaran , Mahmoud Zarepour

Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a {novel and probabilistically coherent…

Statistics Theory · Mathematics 2015-03-17 Edoardo M. Airoldi , Thiago Costa , Federico Bassetti , Fabrizio Leisen , Michele Guindani

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

We establish a one-to-one correspondence between (i) exchangeable sequences of random variables whose finite-dimensional distributions are minimum (or maximum) infinitely divisible and (ii) non-negative, non-decreasing, infinitely divisible…

Probability · Mathematics 2022-09-21 Florian Brück , Jan-Frederik Mai , Matthias Scherer

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…

Methodology · Statistics 2015-11-16 Sandra Fortini , Sonia Petrone

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…

Probability · Mathematics 2013-07-09 Patrizia Berti , Luca Pratelli , Pietro Rigo

Our object of study is the general class of stick-breaking processes with exchangeable length variables. These generalize well-known Bayesian non-parametric priors in an unexplored direction. We give conditions to assure the respective…

Statistics Theory · Mathematics 2021-07-20 María F. Gil-Leyva , Ramsés H. Mena

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

We investigate ensembles of Matrix Product States (MPSs) generated by quantum circuit evolution followed by projection onto MPSs with a fixed bond dimension $\chi$. Specifically, we consider ensembles produced by: (i) random sequential…

Quantum Physics · Physics 2025-01-20 Hugo Lóio , Guillaume Cecile , Sarang Gopalakrishnan , Guglielmo Lami , Jacopo De Nardis

Dirichlet Process Mixtures (DPMs) are a popular class of statistical models to perform density estimation and clustering. However, when the data available have a distribution evolving over time, such models are inadequate. We introduce here…

Methodology · Statistics 2012-06-26 Francois Caron , Manuel Davy , Arnaud Doucet

We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…

Methodology · Statistics 2018-10-26 Walter Dempsey

We study a class of stochastic models of mass transport on discrete vertex set $V$. For these models, a one-parameter family of homogeneous product measures $\otimes_{i\in V} \nu_\theta$ is reversible. We prove that the set of mixtures of…

Probability · Mathematics 2024-06-04 Cristian Giardinà , Frank Redig , Berend van Tol

The proposal and study of dependent prior processes has been a major research focus in the recent Bayesian nonparametric literature. In this paper, we introduce a flexible class of dependent nonparametric priors, investigate their…

Statistics Theory · Mathematics 2014-07-03 Antonio Lijoi , Bernardo Nipoti , Igor Prünster

Conditional identity in distribution (Berti et al. (2004)) is a new type of dependence for random variables, which generalizes the well-known notion of exchangeability. In this paper, a class of random sequences, called Generalized Species…

Probability · Mathematics 2008-06-18 Federico Bassetti , Irene Crimaldi , Fabrizio Leisen

Species sampling processes have long served as the fundamental framework for modeling random discrete distributions and exchangeable sequences. However, data arising from distinct but related sources require a broader notion of…

Statistics Theory · Mathematics 2026-02-03 Beatrice Franzolini , Antonio Lijoi , Igor Prünster , Giovanni Rebaudo

A natural Bayesian approach for mixture models with an unknown number of components is to take the usual finite mixture model with Dirichlet weights, and put a prior on the number of components---that is, to use a mixture of finite mixtures…

Methodology · Statistics 2015-02-24 Jeffrey W. Miller , Matthew T. Harrison

In this paper, we prove convergence and fluctuation results for measure-valued P\'olya processes (MVPPs, also known as P\'olya urns with infinitely-many colours). Our convergence results hold almost surely and in $L^2$, under assumptions…

Probability · Mathematics 2021-11-29 Svante Janson , Cécile Mailler , Denis Villemonais
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