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Preprints, Working Papers, ... Year : 2022

Convex geometry of finite exchangeable laws and de Finetti style representation with universal correlated corrections

Abstract

We present a novel analogue for finite exchangeable sequences of the de Finetti, Hewitt and Savage theorem and investigate its implications for multi-marginal optimal transport (MMOT) and Bayesian statistics. If (Z 1 , ..., Z N) is a finitely exchangeable sequence of N random variables taking values in some Polish space X, we show that the law µ k of the first k components has a representation of the form
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Dates and versions

hal-03504025 , version 1 (28-12-2021)

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Guillaume Carlier, Gero Friesecke, Daniela Vögler. Convex geometry of finite exchangeable laws and de Finetti style representation with universal correlated corrections. 2021. ⟨hal-03504025⟩
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