Countable Partially Exchangeable Mixtures

Published 24 Jun 2013 in math.PR | (1306.5631v2)

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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