Carlos C. Rodriguez
Standard sequential inference architectures are compromised by a normalizability crisis when confronted with extreme, structured outliers. By operating on unbounded parameter spaces, state-of-the-art estimators lack the intrinsic geometry…
In 2004, while studying the information geometry of binary Bayesian networks (bitnets), the author conjectured that the volume-averaged Ricci scalar <R> computed with respect to the Fisher information metric is universally quantized to…
All priors are not created equal. There are right and there are wrong priors. That is the main conclusion of this contribution. I use, a cooked-up example designed to create drama, and a typical textbook example to show the pervasiveness of…
The ongoing unprecedented exponential explosion of available computing power, has radically transformed the methods of statistical inference. What used to be a small minority of statisticians advocating for the use of priors and a strict…
Probability mass curves the data space with horizons. Let f be a multivariate probability density function with continuous second order partial derivatives. Consider the problem of estimating the true value of f(z) > 0 at a single point z,…
This paper introduces and studies the basic properties of Clifford algebra valued conditional measures.
Robert Machol's surprising result, that from a single observation it is possible to have finite length confidence intervals for the parameters of location-scale models, is re-produced and extended. Two previously unpublished modifications…
This paper is about Information Geometry, a relatively new subject within mathematical statistics that attempts to study the problem of inference by using tools from modern differential geometry. This paper provides an overview of some of…
Completely automatic and adaptive non-parametric inference is a pie in the sky. The frequentist approach, best exemplified by the kernel estimators, has excellent asymptotic characteristics but it is very sensitive to the choice of…