Local Exchangeability release_5u3thvzkgrgpjnii4mwtddpuqm

by Trevor Campbell, Saifuddin Syed, Chiao-Yu Yang, Michael I. Jordan, Tamara Broderick

Released as a article .

2021  

Abstract

Exchangeability -- in which the distribution of an infinite sequence is invariant to reorderings of its elements -- implies the existence of a simple conditional independence structure that may be leveraged in the design of probabilistic models, efficient inference algorithms, and randomization-based testing procedures. In practice, however, this assumption is too strong an idealization; the distribution typically fails to be exactly invariant to permutations and de Finetti's representation theory does not apply. Thus there is the need for a distributional assumption that is both weak enough to hold in practice, and strong enough to guarantee a useful underlying representation. We introduce a relaxed notion of local exchangeability -- where swapping data associated with nearby covariates causes a bounded change in the distribution. We prove that locally exchangeable processes correspond to independent observations from an underlying measure-valued stochastic process. We thereby show that de Finetti's theorem is robust to perturbation and provide further justification for the Bayesian modelling approach. Using this probabilistic result, we develop three novel statistical procedures for (1) estimating the underlying process via local empirical measures, (2) testing via local randomization, and (3) estimating the canonical premetric of local exchangeability. These three procedures extend the applicability of previous exchangeability-based methods without sacrificing rigorous statistical guarantees. The paper concludes with examples of popular statistical models that exhibit local exchangeability.
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Type  article
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Date   2021-05-19
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arXiv  1906.09507v3
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