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A stream of algorithmic advances has steadily increased the popularity of the Bayesian approach as an inference paradigm, both from the theoretical and applied perspective. Even with apparent successes in numerous application fields, a…

Methodology · Statistics 2020-07-10 Owen Thomas , Henri Pesonen , Jukka Corander

We propose a method for an agent to revise its incomplete probabilistic beliefs when a new piece of propositional information is observed. In this work, an agent's beliefs are represented by a set of probabilistic formulae -- a belief base.…

Artificial Intelligence · Computer Science 2016-04-08 Gavin Rens , Thomas Meyer , Giovanni Casini

We present an algorithmic solution to the problem of incremental belief updating in the context of Monte Carlo inference in Bayesian statistical models represented by probabilistic programs. Given a model and a sample-approximated…

Machine Learning · Statistics 2024-02-13 David Tolpin

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…

Artificial Intelligence · Computer Science 2017-05-04 Gavin Rens , Thomas Meyer

We study the stability of posterior predictive inferences to the specification of the likelihood model and perturbations of the data generating process. In modern big data analyses, useful broad structural judgements may be elicited from…

Methodology · Statistics 2024-04-30 Jack Jewson , Jim Q. Smith , Chris Holmes

Integrating information gained by observing others via Social Bayesian Learning can be beneficial for an agent's performance, but can also enable population wide information cascades that perpetuate false beliefs through the agent…

Multiagent Systems · Computer Science 2014-06-05 Christoph Salge , Daniel Polani

We provide a reason for Bayesian updating, in the Bernoulli case, even when it is assumed that observations are independent and identically distributed with a fixed but unknown parameter $\theta_0$. The motivation relies on the use of loss…

Statistics Theory · Mathematics 2010-06-08 Pier Giovanni Bissiri , Stephen G. Walker

Models of updating a set of priors either do not allow a decision maker to make inference about her priors (full bayesian updating or FB) or require an extreme degree of selection (maximum likelihood updating or ML). I characterize a…

Theoretical Economics · Economics 2023-03-21 Matthew Kovach

Information accounting provides a better foundation for hypothesis testing than does uncertainty quantification. A quantitative account of science is derived under this perspective that alleviates the need for epistemic bridge principles,…

Other Statistics · Statistics 2017-04-26 Grey Nearing , Hoshin Gupta

We examine a class of deep learning models with a tractable method to compute information-theoretic quantities. Our contributions are three-fold: (i) We show how entropies and mutual informations can be derived from heuristic statistical…

Machine Learning · Computer Science 2020-01-22 Marylou Gabrié , Andre Manoel , Clément Luneau , Jean Barbier , Nicolas Macris , Florent Krzakala , Lenka Zdeborová

In this article the issues are discussed with the Bayesian approach, least-square fits, and most-likely fits. Trying to counter these issues, a method, based on weighted confidence, is proposed for estimating probabilities and other…

Statistics Theory · Mathematics 2017-01-26 Fetze Pijlman

Opinion Dynamics lacks a theoretical basis. In this article, I propose to use a decision-theoretic framework, based on the updating of subjective probabilities, as that basis. We will see we get a basic tool for a better understanding of…

Physics and Society · Physics 2012-11-21 Andre C. R. Martins

Bayesian inference is limited in scope because it cannot be applied in idealized contexts where none of the hypotheses under consideration is true and because it is committed to always using the likelihood as a measure of evidential…

Other Statistics · Statistics 2019-09-17 Olav Benjamin Vassend

The weighted entropy $H^{\rm w}_\phi (X)=H^{\rm w}_\phi (f)$ of a random variable $X$ with values $x$ and a probability-mass/density function $f$ is defined as the mean value ${\mathbb E} I^{\rm w}_\phi(X)$ of the weighted information…

Information Theory · Computer Science 2016-12-30 Yuri Suhov , Izabella Stuhl

When random effects are correlated with sample design variables, the usual approach of employing individual survey weights (constructed to be inversely proportional to the unit survey inclusion probabilities) to form a pseudo-likelihood no…

Methodology · Statistics 2021-08-26 Terrance D. Savitsky , Matthew R. Williams

Much is now known about the consistency of Bayesian updating on infinite-dimensional parameter spaces with independent or Markovian data. Necessary conditions for consistency include the prior putting enough weight on the correct…

Statistics Theory · Mathematics 2022-03-18 Cosma Rohilla Shalizi

Independence-based (IB) assignments to Bayesian belief networks were originally proposed as abductive explanations. IB assignments assign fewer variables in abductive explanations than do schemes assigning values to all evidentially…

Artificial Intelligence · Computer Science 2013-02-28 Eugene Santos , Solomon Eyal Shimony

The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha , Roland Preuss

Probabilistic models analyze data by relying on a set of assumptions. Data that exhibit deviations from these assumptions can undermine inference and prediction quality. Robust models offer protection against mismatch between a model's…

Machine Learning · Statistics 2018-06-20 Yixin Wang , Alp Kucukelbir , David M. Blei

Currently, there is renewed interest in the problem, raised by Shafer in 1985, of updating probabilities when observations are incomplete. This is a fundamental problem in general, and of particular interest for Bayesian networks. Recently,…

Artificial Intelligence · Computer Science 2007-05-23 Gert de Cooman , Marco Zaffalon