A generalization of hierarchical exchangeability on trees to directed acyclic graphs
Paul Jung, Jiho Lee, Sam Staton, Hongseok Yang · Annales Henri Lebesgue · 2021
Motivated by the problem of designing inference-friendly Bayesian nonparametric models in probabilistic programming languages, we introduce a general class of partially exchangeable random arrays which generalizes the notion of hierarchical exchangeability introduced in Austin and Panchenko (2014). We say that our partially exchangeable arrays are DAG-exchangeable since their partially exchangeable structure is governed by a collection of Directed Acyclic Graphs. More specifically, such a random array is indexed by ℕ | V | for some DAG G = ( V , E ) , and its exchangeability structure is governed by the edge set E . We prove a representation theorem for such arrays which generalizes the Aldous-Hoover and Austin–Panchenko representation theorems.