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It is often claimed that Bayesian methods, in particular Bayes factor methods for hypothesis testing, can deal with optional stopping. We first give an overview, using elementary probability theory, of three different mathematical meanings…

Statistics Theory · Mathematics 2021-03-24 Allard Hendriksen , Rianne de Heide , Peter Grünwald

For many decades, statisticians have made attempts to prepare the Bayesian omelette without breaking the Bayesian eggs; that is, to obtain probabilistic likelihood-based inferences without relying on informative prior distributions. A…

Methodology · Statistics 2011-11-08 Andrew Gelman , Christian P. Robert , Judith Rousseau

We introduce a novel rule-based approach for handling regression problems. The new methodology carries elements from two frameworks: (i) it provides information about the uncertainty of the parameters of interest using Bayesian inference,…

Machine Learning · Statistics 2021-10-11 Themistoklis Botsas , Lachlan R. Mason , Indranil Pan

This article extends the hypotheses assessment method to the case with two competing simple hypotheses. In doing so we further clarify the benefits that hypotheses assessments can bring to classical statistical analyses. Given that…

Methodology · Statistics 2025-03-25 Graham N. Bornholt

Attempts to replicate probabilistic reasoning in expert systems have typically overlooked a critical ingredient of that process. Probabilistic analysis typically requires extensive judgments regarding interdependencies among hypotheses and…

Artificial Intelligence · Computer Science 2013-04-15 Marvin S. Cohen

Testing conditional independence has many applications, such as in Bayesian network learning and causal discovery. Different test methods have been proposed. However, existing methods generally can not work when only discretized…

Machine Learning · Statistics 2025-03-19 Boyang Sun , Yu Yao , Guang-Yuan Hao , Yumou Qiu , Kun Zhang

In this article, we survey some controversial problems concerning the idea of erasing Which Way information proposed in recent years. A statistical examination of these proposals suggests that whenever the Bayesian rule is taken into…

Quantum Physics · Physics 2007-08-20 Mohammad Bahrami , Afshin Shafiee

(This comment has been updated to respond to Wang and Blei's rejoinder [arXiv:1910.07320].) The premise of the deconfounder method proposed in "Blessings of Multiple Causes" by Wang and Blei [arXiv:1805.06826], namely that a variable that…

Methodology · Statistics 2019-10-18 Elizabeth L. Ogburn , Ilya Shpitser , Eric J. Tchetgen Tchetgen

Belief updating schemes in artificial intelligence may be viewed as three dimensional languages, consisting of a syntax (e.g. probabilities or certainty factors), a calculus (e.g. Bayesian or CF combination rules), and a semantics (i.e.…

Artificial Intelligence · Computer Science 2013-04-12 Shimon Schocken

In this paper we use e-values in the context of multiple hypothesis testing assuming that the base tests produce independent, or sequential, e-values. Our simulation and empirical studies and theoretical considerations suggest that, under…

Methodology · Statistics 2024-08-14 Vladimir Vovk , Ruodu Wang

We propose and test improvements to state-of-the-art techniques of Bayeasian statistical inference based on pseudolikelihood maximization with $\ell_1$ regularization and with decimation. In particular, we present a method to determine the…

Data Analysis, Statistics and Probability · Physics 2018-07-18 Alessia Marruzzo , Payal Tyagi , Fabrizio Antenucci , Andrea Pagnani , Luca Leuzzi

Statistical learning using imprecise probabilities is gaining more attention because it presents an alternative strategy for reducing irreplicable findings by freeing the user from the task of making up unwarranted high-resolution…

Statistics Theory · Mathematics 2017-12-27 Ruobin Gong , Xiao-Li Meng

It has been shown that one can accommodate data (Bayes) and constraints (MaxEnt) in one method, the method of Maximum (relative) Entropy (ME) (Giffin 2007). In this paper we show a complex agent based example of inference with two different…

Methodology · Statistics 2016-09-08 Adom Giffin

We analyze selected iterated conditionals in the framework of conditional random quantities. We point out that it is instructive to examine Lewis's triviality result, which shows the conditions a conditional must satisfy for its probability…

Probability · Mathematics 2020-03-17 Giuseppe Sanfilippo , Angelo Gilio , David Over , Niki Pfeifer

Robust belief revision methods are crucial in streaming data situations for updating existing knowledge or beliefs with new incoming evidence. Bayes conditioning is the primary mechanism in use for belief revision in data fusion systems…

Artificial Intelligence · Computer Science 2017-06-13 Thanuka Wickramarathne

We present a semantics for adding uncertainty to conditional logics for default reasoning and belief revision. We are able to treat conditional sentences as statements of conditional probability, and express rules for revision such as "If A…

Artificial Intelligence · Computer Science 2013-03-08 Craig Boutilier

This essay looks at decision-making with interval-valued probability measures. Existing decision methods have either supplemented expected utility methods with additional criteria of optimality, or have attempted to supplement the…

Artificial Intelligence · Computer Science 2013-04-15 Ronald P. Loui

This paper proposes a new Bayesian approach for analysing moment condition models in the situation where the data may be contaminated by outliers. The approach builds upon the foundations developed by Schennach (2005) who proposed the…

Methodology · Statistics 2018-01-03 Zhichao Liu , Catherine S. Forbes , Heather M. Anderson

We propose a framework for general Bayesian inference. We argue that a valid update of a prior belief distribution to a posterior can be made for parameters which are connected to observations through a loss function rather than the…

Statistics Theory · Mathematics 2016-02-29 Pier Giovanni Bissiri , Chris Holmes , Stephen Walker

It has been widely acknowledged that probabilistic independence and logical independence cannot be coherently reconciled. By bridging these two notions, this paper addresses three long-standing problems that have puzzled the field of…

Probability · Mathematics 2026-05-07 Chuanfeng Sun