Related papers: Independence and Bayesian Updating Methods
Statisticians have recently developed propensity score methods to improve generalizations from randomized experiments that do not employ random sampling. However, these methods typically rely on assumptions whose plausibility may be…
Imaging is a form of probabilistic belief change which could be employed for both revision and update. In this paper, we propose a new framework for probabilistic belief change based on imaging, called Expected Distance Imaging (EDI). EDI…
The classical propositional assumption-based model is extended to incorporate probabilities for the assumptions. Then it is placed into the framework of evidence theory. Several authors like Laskey, Lehner (1989) and Provan (1990) already…
This paper presents a Bayesian inference framework for a linear index threshold-crossing binary choice model that satisfies a median independence restriction. The key idea is that the model is observationally equivalent to a probit model…
Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…
This paper presents a decision-theoretic approach to statistical inference that satisfies the likelihood principle (LP) without using prior information. Unlike the Bayesian approach, which also satisfies LP, we do not assume knowledge of…
Bayes' rule tells us how to invert a causal process in order to update our beliefs in light of new evidence. If the process is believed to have a complex compositional structure, we may ask whether composing the inversions of the component…
We prove three switching lemmas, for random restrictions for which variables are set independently; for random restrictions where variables are set in blocks (both due to Hastad [Hastad 86]); and for a distribution appropriate for the…
This article expands the framework of Bayesian inference and provides direct probabilistic methods for approaching inference tasks that are typically handled with information theory. We treat Bayesian probability updating as a random…
In this article we provide a substantial discussion on the statistical concept of conditional independence, which is not routinely mentioned in most elementary statistics and mathematical statistics textbooks. Under the assumption of…
We study the identifiability of parameters and falsifiability of predictions under the process of model expansion in a Bayesian setting. Identifiability is represented by the closeness of the posterior to the prior distribution and…
Stochastic independence has a complex status in probability theory. It is not part of the definition of a probability measure, but it is nonetheless an essential property for the mathematical development of this theory. Bayesian decision…
Both, Bayes Theorem and the cMPE-Method serve for establishing relations between systems of probabilities. By the cMPE-Method non-conditional probabilities are added, by the DPE-Method, they are subtracted, however, in both versions…
Survey of several forms of updating, with a practical illustrative example. We study several updating (conditioning) schemes that emerge naturally from a common scenarion to provide some insights into their meaning. Updating is a subtle…
Mutual information is a well-known tool to measure the mutual dependence between variables. In this paper, a Bayesian nonparametric estimation of mutual information is established by means of the Dirichlet process and the $k$-nearest…
Expert systems applications that involve uncertain inference can be represented by a multidimensional contingency table. These tables offer a general approach to inferring with uncertain evidence, because they can embody any form of…
Identifying the parameters of a model and rating competitive models based on measured data has been among the most important but challenging topics in modern science and engineering, with great potential of application in structural system…
Belief function theory provides a flexible way to combine information provided by different sources. This combination is usually followed by a decision making which can be handled by a range of decision rules. Some rules help to choose the…
We show that Skilling's method of induction leads to a unique general theory of inductive inference, the method of Maximum relative Entropy (ME). The main tool for updating probabilities is the logarithmic relative entropy; other entropies…
Bayesian inference is an important technique throughout statistics. The essence of Beyesian inference is to derive the posterior belief updated from prior belief by the learned information, which is a set of differentially private answers…