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.
2014
Istituto di Elettronica e di Ingegneria dell'Informazione e delle Telecomunicazioni - IEIIT
Countable mixtures of Markov chains
Exchangeability
Hidden Markov model
Markov exchangeability
Mixing measure
Partial exchangeability
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/263395
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