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We introduce a new framework for characterizing identified sets of structural and counterfactual parameters in econometric models. By reformulating the identification problem as a set membership question, we leverage the separating…

Econometrics · Economics 2024-12-31 Irene Botosaru , Isaac Loh , Chris Muris

Information theory is built on probability measures and by definition a probability measure has total mass 1. Probability measures are used to model uncertainty, and one may ask how important it is that the total mass is one. We claim that…

Information Theory · Computer Science 2022-02-08 Peter Harremoës

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…

Machine Learning · Statistics 2020-02-26 Ivan Ustyuzhaninov , Ieva Kazlauskaite , Carl Henrik Ek , Neill D. F. Campbell

Machine learning (ML) has emerged as a powerful tool for tackling complex regression and classification tasks, yet its success often hinges on the quality of training data. This study introduces an ML paradigm inspired by domain knowledge…

Machine Learning · Computer Science 2025-01-10 Mohsen Rashki

Statistical models typically capture uncertainties in our knowledge of the corresponding real-world processes, however, it is less common for this uncertainty specification to capture uncertainty surrounding the values of the inputs to the…

Methodology · Statistics 2023-05-10 Samuel E. Jackson , David C. Woods

When collaborating with an AI system, we need to assess when to trust its recommendations. If we mistakenly trust it in regions where it is likely to err, catastrophic failures may occur, hence the need for Bayesian approaches for…

Artificial Intelligence · Computer Science 2021-02-23 Federico Cerutti , Lance M. Kaplan , Angelika Kimmig , Murat Sensoy

There has been an ever-increasing interest in multidisciplinary research on representing and reasoning with imperfect data. Possibilistic networks present one of the powerful frameworks of interest for representing uncertain and imprecise…

Artificial Intelligence · Computer Science 2016-07-14 Maroua Haddad , Philippe Leray , Nahla Ben Amor

We introduce the notion of a stochastic probabilistic program and present a reference implementation of a probabilistic programming facility supporting specification of stochastic probabilistic programs and inference in them. Stochastic…

Machine Learning · Statistics 2020-01-23 David Tolpin , Tomer Dobkin

A nonparametric Bayesian approach is developed to determine quantum potentials from empirical data for quantum systems at finite temperature. The approach combines the likelihood model of quantum mechanics with a priori information over…

Statistical Mechanics · Physics 2009-10-31 J. C. Lemm , J. Uhlig , A. Weiguny

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…

Data Structures and Algorithms · Computer Science 2016-04-20 Carlo Albert , Simone Ulzega , Ruedi Stoop

This paper presents new results allowing an unknown non-Gaussian positive matrix-valued random field to be identified through a stochastic elliptic boundary value problem, solving a statistical inverse problem. A new general class of…

Statistics Theory · Mathematics 2019-02-20 Anthony Nouy , Christian Soize

Probabilistic programming allows specification of probabilistic models in a declarative manner. Recently, several new software systems and languages for probabilistic programming have been developed on the basis of newly developed and…

Machine Learning · Statistics 2013-06-04 Gabriel Kronberger

The problem of non-iterative one-shot and non-destructive correction of unavoidable mistakes arises in all Artificial Intelligence applications in the real world. Its solution requires robust separation of samples with errors from samples…

Machine Learning · Computer Science 2017-09-05 A. N. Gorban , I. Y. Tyukin

Ordinal user-provided ratings across multiple items are frequently encountered in both scientific and commercial applications. Whilst recommender systems are known to do well on these type of data from a predictive point of view, their…

Methodology · Statistics 2025-03-05 Sjoerd Hermes

In almost every scientific field, an experiment involves collecting data and then analysing it. The analysis stage will often consist in trying to extract some physical parameter and estimating its uncertainty; this is known as Parameter…

Data Analysis, Statistics and Probability · Physics 2015-06-12 Louis Lyons

We present a new method for statistical verification of quantitative properties over a partially unknown system with actions, utilising a parameterised model (in this work, a parametric Markov decision process) and data collected from…

Machine Learning · Computer Science 2017-07-06 Elizabeth Polgreen , Viraj Wijesuriya , Sofie Haesaert , Alessandro Abate

Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…

Logic in Computer Science · Computer Science 2018-06-12 Dimitrios Milios , Guido Sanguinetti , David Schnoerr

Accurate state estimation requires careful consideration of uncertainty surrounding the process and measurement models; these characteristics are usually not well-known and need an experienced designer to select the covariance matrices. An…

Machine Learning · Statistics 2025-07-18 Pardha Sai Krishna Ala , Ameya Salvi , Venkat Krovi , Matthias Schmid

Motivated by problems in data clustering, we establish general conditions under which families of nonparametric mixture models are identifiable, by introducing a novel framework involving clustering overfitted \emph{parametric} (i.e.…

Statistics Theory · Mathematics 2020-02-19 Bryon Aragam , Chen Dan , Eric P. Xing , Pradeep Ravikumar

Bayesian analysis is a framework for parameter estimation that applies even in uncertainty regimes where the commonly used local (frequentist) analysis based on the Cram\'er-Rao bound is not well defined. In particular, it applies when no…

Quantum Physics · Physics 2021-03-17 Simon Morelli , Ayaka Usui , Elizabeth Agudelo , Nicolai Friis