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arXiv · 1306.5631

Countable Partially Exchangeable Mixtures

Cecilia Prosdocimi·Lorenzo Finesso
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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, both for discrete valued and for Polish valued sequences.

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Cecilia Prosdocimi, Lorenzo Finesso. 2015-06-03. Countable Partially Exchangeable Mixtures. https://doi.org/10.1007/s10959-014-0573-9

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