Finite and infinite weighted exchangeable sequences
Statistics Theory
2023-06-21 v1 Statistics Theory
Abstract
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 in terms of weight functions, extending previous results on finite exchangeable sequences. As a byproduct, we obtain a version of de Finetti's theorem for infinite weighted exchangeable sequences.
Cite
@article{arxiv.2306.11584,
title = {Finite and infinite weighted exchangeable sequences},
author = {Wenpin Tang},
journal= {arXiv preprint arXiv:2306.11584},
year = {2023}
}
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9 pages