Related papers: A note on probability metrics in a categorical set…
When a measurement of a physical quantity is reported, the total uncertainty is usually decomposed into statistical and systematic uncertainties. This decomposition is not only useful to understand the contributions to the total…
Quantum mechanics predicts the joint probability distributions of the outcomes of simultaneous measurements of commuting observables, but the current formulation lacks the operational definition of simultaneous measurements. In order to…
In the face of uncertainty, the need for probabilistic assessments has long been recognized in the literature on forecasting. In classification, however, comparative evaluation of classifiers often focuses on predictions specifying a single…
In this work we introduce declarative statistics, a suite of declarative modelling tools for statistical analysis. Statistical constraints represent the key building block of declarative statistics. First, we introduce a range of relevant…
In decision-making problems under uncertainty, probabilistic constraints are a valuable tool to express safety of decisions. They result from taking the probability measure of a given set of random inequalities depending on the decision…
Mechanisms for the automation of uncertainty are required for expert systems. Sometimes these mechanisms need to obey the properties of probabilistic reasoning. A purely numeric mechanism, like those proposed so far, cannot provide a…
Probabilistic programming and statistical computing are vibrant areas in the development of the Julia programming language, but the underlying infrastructure dramatically predates recent developments. The goal of MeasureTheory.jl is to…
The paper presents a construction of a quantitative measure of variability for parameter estimates in the data fitting problem under interval uncertainty. It shows the degree of variability and ambiguity of the estimate, and the need for…
Parametric statistical methods play a central role in analyzing risk through its underlying frequency and severity components. Given the wide availability of numerical algorithms and high-speed computers, researchers and practitioners often…
We describe the interface between measure theoretic probability and causal inference by constructing causal models on probability spaces within the potential outcomes framework. We find that measure theory provides a precise and instructive…
Probabilistic separation logic offers an approach to reasoning about imperative probabilistic programs in which a separating conjunction is used as a mechanism for expressing independence properties. Crucial to the effectiveness of the…
Models of a phenomenon are often developed by examining it under different experimental conditions, or measurement contexts. The resultant probabilistic models assume that the underlying random variables, which define a measurable set of…
Through extended consideration of two wide classes of case studies -- dilute gases and linear systems -- I explore the ways in which assumptions of probability and irreversibility occur in contemporary statistical mechanics, where the…
This article explores the extension of well-known F1 score used for assessing the performance of binary classifiers. We propose the new metric using probabilistic interpretation of precision, recall, specificity, and negative predictive…
Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…
In this chapter, we review a principled way of defining and measuring contextuality in systems with deterministic inputs and random outputs, recently proposed and developed in \citep{KujalaDzhafarovLarsson2015,DKL2015FooP}.
The idea of slicing divergences has been proven to be successful when comparing two probability measures in various machine learning applications including generative modeling, and consists in computing the expected value of a `base…
The paper concerns the probabilistic evaluation of plans in the presence of unmeasured variables, each plan consisting of several concurrent or sequential actions. We establish a graphical criterion for recognizing when the effects of a…
We address the problem of uncertainty quantification and propose measures of total, aleatoric, and epistemic uncertainty based on a known decomposition of (strictly) proper scoring rules, a specific type of loss function, into a divergence…
Reliable estimation of predictive uncertainty is crucial for machine learning applications, particularly in high-stakes scenarios where hedging against risks is essential. Despite its significance, there is no universal agreement on how to…