2023/08/16 by Hristo Sariev, Mladen Savov, Sariev, Hristo +1
Computer Science · Mathematics · #60G09 #60G25 #62B99 #62G99 #Bayesian Methods and Mixture Models #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Statistical Methods and Inference
paper · pdf · doi:10.48550/arxiv.2308.08317
openalex publication_date 2023/08/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In a recent paper, the authors studied the distribution properties of a class of exchangeable processes, called measure-valued Pólya sequences (MVPS), which arise as the observation process in a generalized urn sampling scheme. Here we present several results in the form of "sufficientness" postulates that characterize their predictive distributions. In particular, we show that exchangeable MVPSs are the unique exchangeable models whose predictive distributions are a mixture of the marginal distribution and the average of a probability kernel evaluated at past observation. When the latter coincides with the empirical measure, we recover a well-known result for the exchangeable model with a Dirichlet process prior. In addition, we provide a "pure" sufficientness postulate for exchangeable MVPSs that does not assume a particular analytic form for the predictive distributions. Two other sufficientness postulates consider the case when the state space is finite.