3 Countable Partially Exchangeable Mixtures
Cecilia Prosdocimi, Lorenzo Finesso · 2014
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.