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

DOI10.1007/s00440-022-01115-2arXiv2106.09101OpenAlexW3168070672MaRDI QIDQ6085093

Gero Friesecke, Daniela Vögler, Guillaume Carlier

Publication date: 2 December 2023

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.09101

zbMATH Keywords

Bayesian statisticsextremal measuresChoquet theoryde FinettiHewitt-Savage theoremfinite exchangeability\(N\)-representabilitymulti-marginal optimal transport

Mathematics Subject Classification ID

Convex sets without dimension restrictions (aspects of convex geometry) (52A05) Exchangeability for stochastic processes (60G09) Optimal transportation (49Q22)

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