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A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite…

Probability · Mathematics 2014-08-18 Hassan A. Fallahgoul , Young S. Kim

In the probabilistic approach to uncertainty management the input knowledge is usually represented by means of some probability distributions. In this paper we assume that the input knowledge is given by two discrete conditional probability…

Artificial Intelligence · Computer Science 2013-03-25 Angelo Gilio , Fulvio Spezzaferri

Probabilistic Regression refers to predicting a full probability density function for the target conditional on the features. We present a nonparametric approach to this problem which combines base classifiers (typically gradient boosted…

Machine Learning · Computer Science 2022-10-31 Brian Lucena

Multi-dimensional distributions whose marginal distributions are uniform are called copulas. Among them, the one that satisfies given constraints on expectation and is closest to the independent distribution in the sense of Kullback-Leibler…

Methodology · Statistics 2022-04-11 Yici Chen , Tomonari Sei

This is a non-technical introduction into theory of contextuality. More precisely, it presents the basics of a theory of contextuality called Contextuality-by-Default (CbD). One of the main tenets of CbD is that the identity of a random…

Probability · Mathematics 2022-01-13 Ehtibar N. Dzhafarov

Contextual situations are those in which seemingly "the same" random variable changes its identity depending on the conditions under which it is recorded. Such a change of identity is observed whenever the assumption that the variable is…

Quantum Physics · Physics 2015-06-19 Ehtibar N. Dzhafarov , Janne V. Kujala

Conditional specification of distributions is a developing area with increasing applications. In the finite discrete case, a variety of compatible conditions can be derived. In this paper, we propose an alternative approach to study the…

Statistics Theory · Mathematics 2017-11-03 Indranil Ghosh , Saralees Nadarajah

Several recent works in communication systems have proposed to leverage the power of neural networks in the design of encoders and decoders. In this approach, these blocks can be tailored to maximize the transmission rate based on…

Information Theory · Computer Science 2020-07-15 Sina Molavipour , Germán Bassi , Mikael Skoglund

We introduce Neural Conditional Probability (NCP), an operator-theoretic approach to learning conditional distributions with a focus on statistical inference tasks. NCP can be used to build conditional confidence regions and extract key…

Machine Learning · Computer Science 2025-06-03 Vladimir R. Kostic , Karim Lounici , Gregoire Pacreau , Pietro Novelli , Giacomo Turri , Massimiliano Pontil

In Bayesian statistics probability distributions express beliefs. However, for many problems the beliefs cannot be computed analytically and approximations of beliefs are needed. We seek a loss function that quantifies how "embarrassing" it…

Statistics Theory · Mathematics 2017-08-07 Reimar H. Leike , Torsten A. Enßlin

The notion of stochastic precedence between two random variables emerges as a relevant concept in several fields of applied probability. When one consider a vector of random variables $X_1,...,X_n$, this notion has a preeminent role in the…

Probability · Mathematics 2020-01-14 Emilio De Santis , Yaakov Malinovsky , Fabio Spizzichino

The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…

Quantum Physics · Physics 2014-04-01 Maurice J. M. L. O. Godart

The language of probability is used to define several different types of conditional statements. There are four principal types: subjunctive, material, existential, and feasibility. Two further types of conditionals are defined using the…

Logic · Mathematics 2014-09-29 Joseph W. Norman

An open stochastic system \`a la Jan Willems is a system affected by two qualitatively different kinds of uncertainty: one is probabilistic fluctuation, and the other one is nondeterminism caused by a fundamental lack of information. We…

Logic in Computer Science · Computer Science 2025-07-30 Dario Stein , Richard Samuelson

We consider the problem of distribution-free predictive inference, with the goal of producing predictive coverage guarantees that hold conditionally rather than marginally. Existing methods such as conformal prediction offer marginal…

Statistics Theory · Mathematics 2020-04-16 Rina Foygel Barber , Emmanuel J. Candès , Aaditya Ramdas , Ryan J. Tibshirani

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

The concept of stochastic Lagrangian and its use in statistical dynamics is illustrated theoretically, and with some examples. Dynamical variables undergoing stochastic differential equations are stochastic processes themselves, and their…

Statistical Mechanics · Physics 2020-03-18 Massimo Materassi

The ultimate goal of regression analysis is to obtain information about the conditional distribution of a response given a set of explanatory variables. This goal is, however, seldom achieved because most established regression models only…

Methodology · Statistics 2017-12-13 Torsten Hothorn , Thomas Kneib , Peter Bühlmann

We study the interpretability of conditional probability estimates for binary classification under the agnostic setting or scenario. Under the agnostic setting, conditional probability estimates do not necessarily reflect the true…

Machine Learning · Computer Science 2017-03-01 Yihan Gao , Aditya Parameswaran , Jian Peng

We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…

Statistics Theory · Mathematics 2021-10-27 Siddhartha Chib , Minchul Shin , Anna Simoni