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 sequences with mixing measure concentrated on a countable set, for sequences of random variables both on a discrete space and on a Polish space.
Countable Partially Exchangeable Mixtures
Finesso Lorenzo
2014
Abstract
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 sequences with mixing measure concentrated on a countable set, for sequences of random variables both on a discrete space and on a Polish space.File in questo prodotto:
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