A generalization of hierarchical exchangeability on trees to directed acyclic graphs

Jung, Paul; Lee, Jiho; Staton, Sam; Yang, Hongseok

Annales Henri Lebesgue, Tome 4 (2021), pp. 325-368.

Motivés par le problème de la conception de modèles bayésiens non paramétriques à inférence pour les langages de programmation probabilistes, nous introduisons une classe générale de tableaux aléatoires partiellement échangeables, qui généralise la notion d’échangeabilité hiérarchique introduite par Austin et Panchenko (2014). Nous disons que nos tableaux partiellement échangeables sont DAG-échangeables puisque leur structure partiellement échangeable est gouvernée par une collection de graphes dirigés acycliques (DAG). Plus spécifiquement, un tel tableau aléatoire est indexé par ${\mathbb{N}}^{\left|V\right|}$ pour un certain DAG $G=(V,E)$, et sa structure d’échangeabilité est gouvernée par l’ensemble d’arêtes $E$. Nous démontrons un théorème de représentation pour de tels tableaux, qui généralise les théorèmes de représentation d’Aldous–Hoover et Austin–Panchenko.

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 ${\mathbb{N}}^{\left|V\right|}$ 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.

Classification : 60G09
Mots clés : Bayesian nonparametrics, exchangeability, hierarchical exchangeability, Aldous–Hoover representation, de Finetti representation

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