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arXiv · 2306.11584

Finite and infinite weighted exchangeable sequences

Wenpin Tang
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Abstract

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. Two different approaches are developed: a combinatorial approach and a probabilistic approach. Various bounds are derived in terms of weight functions, extending previous results on finite exchangeable sequences. As a byproduct, we obtain a version of de Finetti's theorem for infinite weighted exchangeable sequences.

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Wenpin Tang. 2023-06-20. Finite and infinite weighted exchangeable sequences. https://arxiv.org/abs/2306.11584

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