Some developments of exchangeable measure-valued P\'{o}lya sequences
Some developments of exchangeable measure-valued P\'{o}lya sequences
Measure-valued P\'{o}lya sequences (MVPS) are stochastic processes whose dynamics are governed by generalized P\'{o}lya urn schemes with infinitely many colors. Assuming a general reinforcement rule, exchangeable MVPSs can be viewed as extensions of Blackwell and MacQueen's P\'{o}lya sequence, which characterizes an exchangeable sequence whose directing random measure has a Dirichlet process prior distribution. Here, we show that the prior distribution of any exchangeable MVPS is a Dirichlet process mixture with respect to a latent parameter that is associated with the atoms of an emergent conditioning $\sigma$-algebra. As the mixing components have disjoint supports, the directing random measure can be interpreted as a random histogram whose bins are located on these same atoms. Furthermore, we extend the basic exchangeable MVPS to include a null component in the reinforcement, which corresponds to having a fixed part in the directing random measure. Finally, we provide set-wise rates of convergence of the empirical and predictive distributions of any exchangeable MVPS to its directing random measure in the form of a central limit theorem.
Mladen Savov、Hristo Sariev、Yoana R. Chorbadzhiyska
数学
Mladen Savov,Hristo Sariev,Yoana R. Chorbadzhiyska.Some developments of exchangeable measure-valued P\'{o}lya sequences[EB/OL].(2025-05-02)[2025-06-13].https://arxiv.org/abs/2505.01594.点此复制
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