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Machine learning models are often used to inform real world risk assessment tasks: predicting consumer default risk, predicting whether a person suffers from a serious illness, or predicting a person's risk to appear in court. Given…

Machine Learning · Computer Science 2023-06-27 Jamelle Watson-Daniels , David C. Parkes , Berk Ustun

In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…

Machine Learning · Computer Science 2023-02-13 Sumio Watanabe

This paper is about the state estimation of timed probabilistic discrete event systems. The main contribution is to propose general procedures for developing state estimation approaches based on artificial neural networks. It is assumed…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Omar Amri , Carla Seatzu , Alessandro Giua , Dimitri Lefebvre

The generation of comprehensible explanations is an essential feature of modern artificial intelligence systems. In this work, we consider probabilistic logic programming, an extension of logic programming which can be useful to model…

Artificial Intelligence · Computer Science 2023-08-17 Germán Vidal

Benchmarking the capabilities of AI systems, including Large Language Models (LLMs) and Vision Models, typically ignores the impact of uncertainty in the underlying ground truth answers from experts. This ambiguity is not just limited to…

Agents receive private signals about an unknown state. The resulting joint belief distributions are complex and lack a simple characterization. Our key insight is that, when conditioned on the state, the structure of belief distributions…

Theoretical Economics · Economics 2024-11-19 Itai Arieli , Yakov Babichenko , Fedor Sandomirskiy

Literatures in state space models focus on parametric inference and prediction, which fail if the state space model is not fully specified and the maximum likelihood estimation does not work. In this paper, we assume the state transition…

Statistics Theory · Mathematics 2020-12-15 Yunyi Zhang , Tingting Wang , Dimitris N. Politis

State space models have long played an important role in signal processing. The Gaussian case can be treated algorithmically using the famous Kalman filter. Similarly since the 1970s there has been extensive application of Hidden Markov…

Statistics Theory · Mathematics 2007-06-13 Peter Bickel , Yaacov Ritov , Tobias Rydén

The general use of subjective probabilities to model belief has been justified using many axiomatic schemes. For example, ?consistent betting behavior' arguments are well-known. To those not already convinced of the unique fitness and…

Artificial Intelligence · Computer Science 2013-03-25 Paul Snow

Within psychology, neuroscience and artificial intelligence, there has been increasing interest in the proposal that the brain builds probabilistic models of sensory and linguistic input: that is, to infer a probabilistic model from a…

Machine Learning · Computer Science 2017-08-08 Paul M. B. Vitanyi , Nick Chater

A convenient framework for dealing with asymptotic limit problems of probabilistic nature is provided. These problems include questions such as finding the asymptotic proportion of terms of a sequence falling inside a given interval, or the…

History and Overview · Mathematics 2024-04-08 Michaël Bensimhoun

We develop a new framework of uncertainty variables to model uncertainty. An uncertainty variable is characterized by an uncertainty set, in which its realization is bound to lie, while the conditional uncertainty is characterized by a set…

Machine Learning · Statistics 2019-12-10 Rajat Talak , Sertac Karaman , Eytan Modiano

Neural networks have proven successful at learning from complex data distributions by acting as universal function approximators. However, they are often overconfident in their predictions, which leads to inaccurate and miscalibrated…

Machine Learning · Computer Science 2021-02-23 Jeffrey Willette , Juho Lee , Sung Ju Hwang

Due to lack of scientific understanding, some mechanisms may be missing in mathematical modeling of complex phenomena in science and engineering. These mathematical models thus contain some uncertainties such as uncertain parameters. One…

Probability · Mathematics 2012-04-05 Jinqiao Duan , Ting Gao , Guowei He

Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their…

Machine Learning · Computer Science 2019-02-20 Juozas Vaicenavicius , David Widmann , Carl Andersson , Fredrik Lindsten , Jacob Roll , Thomas B. Schön

A finite dimensional quantum system for which the quantum chaos conjecture applies has eigenstates, which show the same statistical properties than the column vectors of random orthogonal or unitary matrices. Here, we consider the different…

Mathematical Physics · Physics 2017-10-05 L. Alonso , T. Gorin

We propose a probabilistic model to aggregate the answers of respondents answering multiple-choice questions. The model does not assume that everyone has access to the same information, and so does not assume that the consensus answer is…

Machine Learning · Statistics 2017-03-16 John McCoy , Drazen Prelec

Probabilistic models often have parameters that can be translated, scaled, permuted, or otherwise transformed without changing the model. These symmetries can lead to strong correlation and multimodality in the posterior distribution over…

Machine Learning · Statistics 2013-12-20 Robert Nishihara , Thomas Minka , Daniel Tarlow

As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…

Econometrics · Economics 2025-11-27 Bruno Fava

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…

Machine Learning · Computer Science 2012-07-03 Qiang Liu , Alexander Ihler