@article{b2c2bddce3b44420bf67ee462d2f6b50,
title = "Exchangeable Processes: De Finetti s Theorem Revisited",
abstract = "A sequence of random variables is exchangeable if the joint distribution of any finite subsequence is invariant to permutations. De Finetti s representation theorem states that every exchangeable infinite sequence is a convex combination of independent and identically distributed processes. In this paper, we explore the relationship between exchangeability and frequency-dependent posteriors. We show that any stationary process is exchangeable if and only if its posteriors depend only on the empirical frequency of past events.",
keywords = "de Finetti theorem, exchangeable process, frequency-dependent posteriors, permutation-invariant posteriors, stationary process, urn schemes",
author = "Ehud Lehrer and Dimitry Shaiderman",
note = "Publisher Copyright: {\textcopyright} 2020 INFORMS Inst.for Operations Res.and the Management Sciences. All rights reserved.",
year = "2020",
month = aug,
doi = "10.1287/moor.2019.1026",
language = "אנגלית",
volume = "45",
pages = "1153--1163",
journal = "Mathematics of Operations Research",
issn = "0364-765X",
publisher = "INFORMS Institute for Operations Research and the Management Sciences",
number = "3",
}