相关论文: Extreme exchangeable random order processes by pos…

We study existence and uniqueness of invariant probability measures for continuous-time Markov processes on general state spaces. Existence is obtained from tightness of time averages under a weak regularity assumption inspired by…

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…

We introduce a category Prob of probability spaces whose objects are all probability spaces and arrows are corresponding to measurable functions satisfying an absolutely continuous requirement. We can consider a Prob-arrow as an evolving…

The Cox process is a stochastic process which generalises the Poisson process by letting the underlying intensity function itself be a stochastic process. In this paper we present a fast Bayesian inference scheme for the permanental…

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…

Let $T \colon M \to M$ be a nonuniformly expanding dynamical system, such as logistic or intermittent map. Let $v \colon M \to \mathbb{R}^d$ be an observable and $v_n = \sum_{k=0}^{n-1} v \circ T^k$ denote the Birkhoff sums. Given a…

We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…

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…

Let $G$ be a real Lie group, $\Lambda\subseteq G$ a lattice, and $X=G/\Lambda$. We fix a probability measure $\mu$ on $G$ and consider the left random walk induced on $X$. It is assumed that $\mu$ is aperiodic, has a finite first moment,…

We study non-trivial translation-invariant probability measures on the space of entire functions of one complex variable. The existence (and even an abundance) of such measures was proven by Benjamin Weiss. Answering Weiss question, we find…

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…

Exchangeable random partition processes are the basis for Bayesian approaches to statistical inference in large alphabet settings. On the other hand, the notion of the pattern of a sequence provides an information-theoretic framework for…

We define and study a family of Markov processes with state space the compact set of all partitions of N that we call exchangeable fragmentation-coalescence processes. They can be viewed as a combination of exchangeable fragmentation as…

A causal set is a countably infinite poset in which every element is above finitely many others; causal sets are exactly the posets that have a linear extension with the order-type of the natural numbers -- we call such a linear extension a…

Exchangeable arrays are natural tools to model common forms of dependence between units of a sample. Jointly exchangeable arrays are well suited to dyadic data, where observed random variables are indexed by two units from the same…

We consider the problem of when a symbolic dynamical system supports a Borel probability measure that is invariant under every element of its automorphism group. It follows readily from a classical result of Parry that the full shift on…

The set of infinite-dimensional, symmetric stable tail dependence functions associated with exchangeable max-stable sequences of random variables with unit Fr\'echet margins is shown to be a simplex. Except for a single element, the…

It is shown by constructing Rohlins canonical measures that for a strictly stationary, d-dimensional vector-valued process X there exists another strictly stationary d-dimensional process U with uniform one-dimensional marginals and with…

In this paper we study the action of a countable group $\Gamma$ on the space of orders on the group. In particular, we are concerned with the invariant probability measures on this space, known as invariant random orders. We show that for…

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…