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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

After experimenting with a number of non-probabilistic methods for dealing with uncertainty many researchers reaffirm a preference for probability methods [1] [2], although this remains controversial. The importance of being able to form…

Artificial Intelligence · Computer Science 2013-04-11 Thomas Slack

The sensitivities revealed by a sensitivity analysis of a probabilistic network typically depend on the entered evidence. For a real-life network therefore, the analysis is performed a number of times, with different evidence. Although…

Artificial Intelligence · Computer Science 2012-07-19 Silja Renooij , Linda C. van der Gaag

We are concerned with three types of uncertainties: probabilistic, possibilitistic and interval. By using possibility and necessity measures as an Interval Valued Probability Measure (IVPM), we present IVPM's interval expected values whose…

Optimization and Control · Mathematics 2008-01-25 Phantipa Thipwiwatpotjana , Weldon A. Lodwick

Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing…

Machine Learning · Computer Science 2024-06-13 Luke Guerdan , Amanda Coston , Kenneth Holstein , Zhiwei Steven Wu

Large language models (LLMs) have been proposed as alternatives to human experts for estimating unknown quantities with associated uncertainty, a process known as Bayesian elicitation. We test this by asking eleven LLMs to estimate…

Artificial Intelligence · Computer Science 2026-04-03 Luka Hobor , Mario Brcic , Mihael Kovac , Kristijan Poje

The American Statistical Association (ASA) statement on statistical significance and P-values \cite{wasserstein2016asa} cautioned statisticians against making scientific decisions solely on the basis of traditional P-values. The statement…

Methodology · Statistics 2024-02-22 Abhisek Chakraborty , Megan H. Murray , Ilya Lipkovich , Yu Du

Bayesian inference requires specification of a single, precise prior distribution, whereas frequentist inference only accommodates a vacuous prior. Since virtually every real-world application falls somewhere in between these two extremes,…

Methodology · Statistics 2023-09-26 Ryan Martin

Many methods are available for assessing the importance of omitted variables in linear regression. These methods typically make different, non-falsifiable assumptions. Hence the data alone cannot tell us which method is most appropriate.…

Econometrics · Economics 2026-02-05 Paul Diegert , Matthew A. Masten , Alexandre Poirier

This paper considers the problem of making statistical inferences about a parameter when a narrow interval centred at a given value of the parameter is considered special, which is interpreted as meaning that there is a substantial degree…

Statistics Theory · Mathematics 2018-09-07 Russell J. Bowater , Ludmila E. Guzmán-Pantoja

Tasks that require information about the world imply a trade-off between the time spent on observation and the variance of the response. In particular, fast decisions need to rely on uncertain information. However, standard estimates of…

Neurons and Cognition · Quantitative Biology 2023-07-18 Sahel Azizpour , Viola Priesemann , Johannes Zierenberg , Anna Levina

The ideas of aleatoric and epistemic uncertainty are widely used to reason about the probabilistic predictions of machine-learning models. We identify incoherence in existing discussions of these ideas and suggest this stems from the…

Machine Learning · Computer Science 2025-08-19 Freddie Bickford Smith , Jannik Kossen , Eleanor Trollope , Mark van der Wilk , Adam Foster , Tom Rainforth

In the case of informative sampling the sampling scheme explicitly or implicitly depends on the response variable. As a result, the sample distribution of response variable can- not be used for making inference about the population. In this…

Applications · Statistics 2016-11-18 Anna Sikov

The goal of this article is to investigate how human participants allocate their limited time to decisions with different properties. We report the results of two behavioral experiments. In each trial of the experiments, the participant…

Neurons and Cognition · Quantitative Biology 2016-07-20 Arash Khodadadi , Pegah Fakhari , Jerome R. Busemeyer

Qualitative and quantitative approaches to reasoning about uncertainty can lead to different logical systems for formalizing such reasoning, even when the language for expressing uncertainty is the same. In the case of reasoning about…

Artificial Intelligence · Computer Science 2021-04-07 Matthew Harrison-Trainor , Wesley H. Holliday , Thomas F. Icard

Bayesian inference has theoretical attractions as a principled framework for reasoning about beliefs. However, the motivations of Bayesian inference which claim it to be the only 'rational' kind of reasoning do not apply in practice. They…

Machine Learning · Statistics 2022-11-14 Sebastian Farquhar

Over the last few decades, various methods have been proposed for estimating prediction intervals in regression settings, including Bayesian methods, ensemble methods, direct interval estimation methods and conformal prediction methods. An…

Machine Learning · Statistics 2024-04-02 Nicolas Dewolf , Bernard De Baets , Willem Waegeman

Rating systems are ubiquitous, with applications ranging from product recommendation to teaching evaluations. Confidence intervals for functionals of rating data such as empirical means or quantiles are critical to decision-making in…

Statistics Theory · Mathematics 2019-12-10 Robert Nowak , Ervin Tánczos

Rational belief revision is commonly viewed as being based on a preference order between possible worlds, with the resulting new belief set being those sentences true in all the most preferred models of the incoming new information.…

Artificial Intelligence · Computer Science 2026-05-01 Richard Booth , Ivan Varzinczak

Stability selection is a versatile framework for structure estimation and variable selection in high-dimensional setting, primarily grounded in frequentist principles. In this paper, we propose an enhanced methodology that integrates…

Methodology · Statistics 2026-05-05 Mahdi Nouraie , Connor Smith , Samuel Muller