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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…

信息论 · 计算机科学 2024-04-29 Mario Berta , Lampros Gavalakis , Ioannis Kontoyiannis

We recall some of the history of the information-theoretic approach to deriving core results in probability theory and indicate parts of the recent resurgence of interest in this area with current progress along several interesting…

概率论 · 数学 2022-04-28 Lampros Gavalakis , Ioannis Kontoyiannis

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…

量子物理 · 物理学 2025-12-30 Alessio Benavoli , Alessandro Facchini , Marco Zaffalon

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…

量子物理 · 物理学 2016-09-28 Murphy Yuezhen Niu

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…

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…

概率论 · 数学 2024-10-17 Irfan Alam

We review old and recent finite de Finetti theorems in total variation distance and in relative entropy, and we highlight their connections with bounds on the difference between sampling with and without replacement. We also establish two…

概率论 · 数学 2024-07-19 Lampros Gavalakis , Oliver Johnson , Ioannis Kontoyiannis

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…

统计理论 · 数学 2023-06-21 Wenpin Tang

We develop a framework for the operationalization of models and parameters by combining de Finetti's representation theorem with a conditional form of Sanov's theorem. This synthesis, the tilted de Finetti theorem, shows that conditioning…

统计理论 · 数学 2025-09-17 Nicholas G. Polson , Daniel Zantedeschi

A sequence of random variables is called exchangeable if the joint distribution of the sequence is unchanged by any permutation of the indices. De Finetti's theorem characterizes all $\{0,1\}$-valued exchangeable sequences as a "mixture" of…

概率论 · 数学 2018-09-05 Werner Kirsch

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…

概率论 · 数学 2008-01-09 Gert de Cooman , Erik Quaeghebeur , Enrique Miranda

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…

概率论 · 数学 2009-09-08 Gert de Cooman , Erik Quaeghebeur , Enrique Miranda

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.

概率论 · 数学 2007-05-23 Alexander Gnedin

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…

概率论 · 数学 2021-11-16 Andras Farago

A consequence of de Finetti's representation theorem is that for every infinite sequence of exchangeable 0-1 random variables $(X_k)_{k\geq1}$, there exists a probability measure $\mu$ on the Borel sets of $[0,1]$ such that $\bar X_n =…

概率论 · 数学 2016-01-26 Guillaume Mijoule , Giovanni Peccati , Yvik Swan

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…

算子代数 · 数学 2008-06-24 Claus Köstler

Mixtures of product distributions are a powerful device for learning about heterogeneity within data populations. In this class of latent structure models, de Finetti's mixing measure plays the central role for describing the uncertainty…

统计理论 · 数学 2021-09-27 Yun Wei , XuanLong Nguyen

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.…

量子物理 · 物理学 2011-11-09 Renato Renner

Multi-class systems having possibly both finite and infinite classes are investigated under a natural partial exchangeability assumption. It is proved that the conditional law of such a system, given the vector of the empirical measures of…

概率论 · 数学 2009-02-04 Carl Graham

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…

概率论 · 数学 2021-11-08 Tobias Fritz , Tomáš Gonda , Paolo Perrone
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