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In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…

Probability · Mathematics 2020-06-16 Xinjia Chen

I explain the difficulty of making various concepts of and relating to probability precise, rigorous and physically significant when attempting to apply them in reasoning about objects (e.g., spacetimes) living in infinite-dimensional…

General Relativity and Quantum Cosmology · Physics 2015-09-08 Erik Curiel

Bell tests are of profound statistical nature. Besides physical considerations, the proper understanding of their implications should involve detailed statistical analyses. In this regard, recent works have shown that their consequences and…

Quantum Physics · Physics 2025-06-10 Alfredo Luis

We present a categorical viewpoint of probability measures by showing that a probability measure can be viewed as a weakly averaging affine measurable functional taking values in the unit interval which preserves limits. The probability…

Category Theory · Mathematics 2015-03-18 Kirk Sturtz

The properties of the normal distribution under linear transformation, as well the easy way to compute the covariance matrix of marginals and conditionals, offer a unique opportunity to get an insight about several aspects of uncertainties…

Data Analysis, Statistics and Probability · Physics 2018-02-12 Giulio D'Agostini

Centrality metrics have become a popular concept in network science and optimization. Over the years, centrality has been used to assign importance and identify influential elements in various settings, including transportation,…

Social and Information Networks · Computer Science 2024-05-07 Mustafa Can Camur , Chrysafis Vogiatzis

Classical probability theory supports probability measures, assigning a fixed positive real value to each event, these measures are far from satisfactory in formulating real-life occurrences. The main innovation of this paper is the…

Probability · Mathematics 2009-02-09 Yehuda Izhakian , Zur Izhakian

Statistics experiences a storm around the perceived misuse and possible abuse of its methods in the context of the so-called reproducibility crisis. The methods and styles of quantification practiced in mathematical modelling rarely make it…

Methodology · Statistics 2019-08-20 Andrea Saltelli

Upon a consistent topological statistical theory the application of structural statistics requires a quantification of the proximity structure of model spaces. An important tool to study these structures are Pseudo-Riemannian metrices,…

Statistics Theory · Mathematics 2020-06-23 Patrick Michl

There are strong incentives to build models that demonstrate outstanding predictive performance on various datasets and benchmarks. We believe these incentives risk a narrow focus on models and on the performance metrics used to evaluate…

Machine Learning · Computer Science 2022-06-07 David Lovell , Dimity Miller , Jaiden Capra , Andrew Bradley

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

Propensity score matching is a tool for causal inference in non-randomized studies that allows for conditioning on large sets of covariates. The use of propensity scores in the social sciences is currently experiencing a tremendous…

Applications · Statistics 2012-02-01 Felix Thoemmes

Although not as wide, and popular, as that of quantum mechanics, the investigation of fundamental aspects of statistical mechanics constitutes an important research field in the building of modern physics. Besides the interest for itself,…

Statistical Mechanics · Physics 2025-05-23 Marco Baldovin , Giacomo Gradenigo , Angelo Vulpiani , Nino Zanghì

In the presence of model risk, it is well-established to replace classical expected values by worst-case expectations over all models within a fixed radius from a given reference model. This is the "robustness" approach. We show that…

Risk Management · Quantitative Finance 2015-10-07 Thomas Kruse , Judith C. Schneider , Nikolaus Schweizer

With the possible exception of gambling, meteorology, particularly precipitation forecasting, may be the area with which the general public is most familiar with probabilistic assessments of uncertainty. Despite the heavy use of stochastic…

Applications · Statistics 2009-01-23 Montserrat Fuentes , Peter Guttorp , Michael L. Stein

The process of doing Science in condition of uncertainty is illustrated with a toy experiment in which the inferential and the forecasting aspects are both present. The fundamental aspects of probabilistic reasoning, also relevant in real…

History and Overview · Mathematics 2018-02-07 Giulio D'Agostini

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

Language models (LMs) estimate a probability distribution over strings in a natural language; these distributions are crucial for computing perplexity and surprisal in linguistics research. While we are usually concerned with measuring…

Computation and Language · Computer Science 2024-10-15 Tiago Pimentel , Clara Meister

This work is concerned with the quantification of the epistemic uncertainties induced the discretization of partial differential equations. Following the paradigm of probabilistic numerics, we quantify this uncertainty probabilistically.…

Probability · Mathematics 2016-07-14 Ilias Bilionis

A measure of complexity based on a probabilistic description of physical systems is proposed. This measure incorporates the main features of the intuitive notion of such a magnitude. It can be applied to many physical situations and to…

Chaotic Dynamics · Physics 2009-11-07 Ricardo Lopez-Ruiz , Hector Mancini , Xavier Calbet