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This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…

Methodology · Statistics 2010-02-11 Christian P. Robert , Jean-Michel Marin , Judith Rousseau

Statistical inference for extreme values of random events is difficult in practice due to low sample sizes and inaccurate models for the studied rare events. If prior knowledge for extreme values is available, Bayesian statistics can be…

Methodology · Statistics 2022-05-18 Tobias Kallehauge

Bayesian probability theory is used to analyze the oft-made assumption that humans are typical observers in the universe. Some theoretical calculations make the {\it selection fallacy} that we are randomly chosen from a class of objects by…

High Energy Physics - Theory · Physics 2008-11-26 James B. Hartle , Mark Srednicki

Shafer's theory of belief and the Bayesian theory of probability are two alternative and mutually inconsistent approaches toward modelling uncertainty in artificial intelligence. To help reduce the conflict between these two approaches,…

Artificial Intelligence · Computer Science 2013-03-08 Robert F. Bordley

Bayesian statistics is based on the subjective definition of probability as {\it ``degree of belief''} and on Bayes' theorem, the basic tool for assigning probabilities to hypotheses combining {\it a priori} judgements and experimental…

High Energy Physics - Phenomenology · Physics 2016-09-01 G. D'Agostini

Testing hypotheses is an issue of primary importance in the scientific research, as well as in many other human activities. Much clarification about it can be achieved if the process of learning from data is framed in a stochastic model of…

Data Analysis, Statistics and Probability · Physics 2007-05-23 G. D'Agostini

It is part of our daily social-media experience that seemingly ordinary items (videos, news, publications, etc.) unexpectedly gain an enormous amount of attention. Here we investigate how unexpected these events are. We propose a method…

Physics and Society · Physics 2014-12-09 José M. Miotto , Eduardo G. Altmann

We consider the problem of performing Bayesian inference in probabilistic models where observations are accompanied by uncertainty, referred to as "uncertain evidence." We explore how to interpret uncertain evidence, and by extension the…

Machine Learning · Statistics 2023-01-27 Andreas Munk , Alexander Mead , Frank Wood

I propose a normative updating rule, extended Bayesianism, for the incorporation of probabilistic information arising from the process of becoming more aware. Extended Bayesianism generalizes standard Bayesian updating to allow the…

Theoretical Economics · Economics 2021-10-06 Evan Piermont

The answers people give when asked to 'think of the unexpected' for everyday event scenarios appear to be more expected than unexpected. There are expected unexpected outcomes that closely adhere to the given information in a scenario,…

Computation and Language · Computer Science 2019-09-17 Molly S Quinn , Kathleen Campbell , Mark T Keane

Subjective probability is based on the intuitive idea that probability quantifies the degree of belief that an event will occur. A probability theory based on this idea represents the most general framework for handling uncertainty. A brief…

Data Analysis, Statistics and Probability · Physics 2009-10-31 G. D'Agostini

Discovering causal relationships is a hard task, often hindered by the need for intervention, and often requiring large amounts of data to resolve statistical uncertainty. However, humans quickly arrive at useful causal relationships. One…

Machine Learning · Statistics 2011-12-01 Pedro A. Ortega

Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Computation · Statistics 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

We present a propositional logic to reason about the uncertainty of events, where the uncertainty is modeled by a set of probability measures assigning an interval of probability to each event. We give a sound and complete axiomatization…

Artificial Intelligence · Computer Science 2014-08-08 Joseph Y. Halpern , Riccardo Pucella

Reasoning about unpredicted change consists in explaining observations by events; we propose here an approach for explaining time-stamped observations by surprises, which are simple events consisting in the change of the truth value of a…

Artificial Intelligence · Computer Science 2024-07-10 Florence Dupin de Saint-Cyr , Jérôme Lang

A central challenge in statistical inference is the presence of confounding variables that may distort observed associations between treatment and outcome. Conventional "causal" methods, grounded in assumptions such as ignorability, exclude…

Methodology · Statistics 2025-09-09 Ellis Scharfenaker , Duncan K. Foley

In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…

Machine Learning · Computer Science 2023-02-13 Sumio Watanabe

This paper presents a plausible reasoning system to illustrate some broad issues in knowledge representation: dualities between different reasoning forms, the difficulty of unifying complementary reasoning styles, and the approximate nature…

Artificial Intelligence · Computer Science 2013-03-26 Wray L. Buntine

Scientific claims gain credibility by replicability, especially if replication under different circumstances and varying designs yields equivalent results. Aggregating results over multiple studies is, however, not straightforward, and when…

Methodology · Statistics 2023-12-27 Thom Benjamin Volker , Irene Klugkist

The widely claimed replicability crisis in science may lead to revised standards of significance. The customary frequentist confidence intervals, calibrated through hypothetical repetitions of the experiment that is supposed to have…

Statistics Theory · Mathematics 2020-02-11 Luigi Pace , Alessandra Salvan
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