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On finite exchangeability and conditional independence

Sadeghi, K; (2020) On finite exchangeability and conditional independence. Electronic Journal of Statistics , 14 (2) pp. 2773-2797. 10.1214/20-EJS1730. Green open access

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Abstract

We study the independence structure of finitely exchangeable distributions over random vectors and random networks. In particular, we provide necessary and sufficient conditions for an exchangeable vector so that its elements are completely independent or completely dependent. We also provide a sufficient condition for an exchangeable vector so that its elements are marginally independent. We then generalize these results and conditions for exchangeable random networks. In this case, it is demon-strated that the situation is more complex. We show that the independence structure of exchangeable random networks lies in one of six regimes that are two-fold dual to one another, represented by undirected and bidirected independence graphs in graphical model sense with graphs that are com-plement of each other. In addition, under certain additional assumptions, we provide necessary and sufficient conditions for the exchangeable network distributions to be faithful to each of these graphs.

Type: Article
Title: On finite exchangeability and conditional independence
Open access status: An open access version is available from UCL Discovery
DOI: 10.1214/20-EJS1730
Publisher version: https://doi.org/10.1214/20-EJS1730
Language: English
Additional information: This work is licensed under a Creative Commons Attribution 4.0 International License. The images or other third party material in this article are included in the Creative Commons license, unless indicated otherwise in the credit line; if the material is not included under the Creative Commons license, users will need to obtain permission from the license holder to reproduce the material. To view a copy of this license, visit http://creativecommons.org/licenses/by/4.0/
UCL classification: UCL
UCL > Provost and Vice Provost Offices
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science
URI: https://discovery-pp.ucl.ac.uk/id/eprint/10111151
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