Countable Partially Exchangeable Mixtures
classification
🧮 math.PR
keywords
exchangeablepartiallysequencescountablemarkovmeasuremixingmixtures
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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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