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Exploiting the geometric nature of statistical divergences, we devise a way to define associated induced uncertainty measures for discrete and finite probability distributions. We also report new uncertainty measures and discuss their…

Quantum Physics · Physics 2021-06-29 Gautam Sharma , Sk Sazim

We investigate Bayesian predictive inference for finite population quantities when there are unequal probabilities of selection. Only limited information about the sample design is available; i.e., only the first-order selection…

Methodology · Statistics 2018-04-10 Junheng Ma , Joe Sedransk , Balgobin Nandram , Lu Chen

Logistic regression is an important statistical tool for assessing the probability of an outcome based upon some predictive variables. Standard methods can only deal with precisely known data, however many datasets have uncertainties which…

Methodology · Statistics 2022-06-09 Nicholas Gray , Scott Ferson

Estimating, understanding, and communicating uncertainty is fundamental to statistical epidemiology, where model-based estimates regularly inform real-world decisions. However, sources of uncertainty are rarely formalised, and existing…

Uncertainty quantification is a key part of astronomy and physics; scientific researchers attempt to model both statistical and systematic uncertainties in their data as best as possible, often using a Bayesian framework. Decisions might…

Instrumentation and Methods for Astrophysics · Physics 2022-07-29 Peter Hatfield

When the data do not conform to the hypothesis of a known sampling-variance, the fitting of a constant to a set of measured values is a long debated problem. Given the data, fitting would require to find what measurand value is the most…

Data Analysis, Statistics and Probability · Physics 2020-07-21 Giovanni Mana , Enrico Massa , Maria Predescu

Capture-recapture methods aim to estimate the size of a closed population on the basis of multiple incomplete enumerations of individuals. In many applications, the individual probability of being recorded is heterogeneous in the…

Methodology · Statistics 2016-06-08 James E. Johndrow , Kristian Lum , Daniel Manrique-Vallier

In this paper we have proposed an almost unbiased estimator using known value of some population parameter(s) with known population proportion of an auxiliary variable. A class of estimators is defined which includes [1], [2] and [3]…

Applications · Statistics 2014-06-04 Sachin Malik , Rajesh Singh , SB Gupta

The mission of statistics is to provide adequate statistical hypotheses (models) for observed data. But what is an "adequate" model? To answer this question, one needs to use the notions of algorithmic information theory. It turns out that…

Information Theory · Computer Science 2015-04-28 Nikolay Vereshchagin , Alexander Shen

The Shannon entropy, and related quantities such as mutual information, can be used to quantify uncertainty and relevance. However, in practice, it can be difficult to compute these quantities for arbitrary probability distributions,…

Computation · Statistics 2017-10-11 Brendon J. Brewer

Clinical prediction models are estimated using a sample of limited size from the target population, leading to uncertainty in predictions, even when the model is correctly specified. Generally, not all patient profiles are observed…

Methodology · Statistics 2024-02-09 Doranne Thomassen , Saskia le Cessie , Hans van Houwelingen , Ewout Steyerberg

When data contains measurement errors, it is necessary to make assumptions relating the observed, erroneous data to the unobserved true phenomena of interest. These assumptions should be justifiable on substantive grounds, but are often…

Machine Learning · Statistics 2020-12-24 Noam Finkelstein , Roy Adams , Suchi Saria , Ilya Shpitser

Statistical uncertainty of different filtration techniques for market network analysis is studied. Two measures of statistical uncertainty are discussed. One is based on conditional risk for multiple decision statistical procedures and…

Statistical Finance · Quantitative Finance 2015-06-17 V. A. Kalyagin , A. P. Koldanov , P. A. Koldanov , P. M. Pardalos , V. A. Zamaraev

Formal disclosure avoidance techniques are necessary to ensure that published data can not be used to identify information about individuals. The addition of statistical noise to unpublished data can be implemented to achieve differential…

Methodology · Statistics 2024-06-10 Ryan Janicki , Scott H. Holan , Kyle M. Irimata , James Livsey , Andrew Raim

We investigate how individuals form expectations about population behavior using statistical inference based on observations of their social relations. Misperceptions about others' connectedness and behavior arise from sampling bias…

Theoretical Economics · Economics 2022-05-27 Andreas Bjerre-Nielsen , Martin Benedikt Busch

In using observed data to make inferences about a population quantity, it is commonly assumed that the sampling distribution from which the data were drawn belongs to a given parametric family of distributions, or at least, a given finite…

Methodology · Statistics 2024-10-21 Russell J. Bowater

This paper introduces a statistical test inferring whether a variable allows separating two classes by means of a single critical value. Its test statistic is the prediction error of a nonparametric threshold classifier. While this approach…

Methodology · Statistics 2017-07-17 Fabian Schroeder

Given only aggregate choice data and limited information about how menus are distributed across the population, we describe what can be inferred robustly about the distribution of preferences (or more general decision rules). We strengthen…

Theoretical Economics · Economics 2024-05-16 Larry G Epstein , Kaushil Patel

In the last months, due to the emergency of Covid-19, questions related to the fact of belonging or not to a particular class of individuals (`infected or not infected'), after being tagged as `positive' or `negative' by a test, have never…

Populations and Evolution · Quantitative Biology 2020-11-23 Giulio D'Agostini , Alfredo Esposito

When dealing with certain kind of complex phenomena the theoretician may face some difficulties -- typically a failure to have access to information for properly characterize the system -- for applying the full power of the standard…

Statistical Mechanics · Physics 2007-05-23 Roberto Luzzi , Áurea R. Vasconcellos , J. Galvão Ramos