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Geometry constitutes a core set of intuitions present in all humans, regardless of their language or schooling [1]. Could brain's built in machinery for processing geometric information take part in uncertainty representation? For decades…

Pricing of Securities · Quantitative Finance 2022-09-12 Felix Polyakov

The use of mathematical models in the sciences often involves the estimation of unknown parameter values from data. Sloppiness provides information about the uncertainty of this task. In this paper, we develop a precise mathematical…

Metric Geometry · Mathematics 2018-03-15 Emilie Dufresne , Heather A. Harrington , Dhruva V. Raman

We give a geometrically motivated measure of skewness, define a mean value triangle number, and dispersion (in that order) of a fuzzy number without reference or seeking analogy to the namesake but parallel concepts in probability theory.…

Other Statistics · Statistics 2020-11-03 Jan Schneider

We propose a methodology for modeling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random…

Methodology · Statistics 2022-06-01 Mario Beraha , Jim E. Griffin

In this study an attempt has been made to propose a way to develop new distribution. For this purpose, we need only idea about distribution function. Some important statistical properties of the new distribution like moments, cumulants,…

Methodology · Statistics 2024-08-30 Brijesh P. Singh , Utpal Dhar Das

Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…

Methodology · Statistics 2025-07-23 Cheng Zeng , Eleni Dilma , Jason Xu , Leo L Duan

Uncertainty is prevalent in engineering design, data-driven problems, and decision making broadly. Due to inherent risk-averseness and ambiguity about assumptions, it is common to address uncertainty by formulating and solving conservative…

Optimization and Control · Mathematics 2024-04-05 Johannes O. Royset

The Jensen inequality is a widely used tool in a multitude of fields, such as for example information theory and machine learning. It can be also used to derive other standard inequalities such as the inequality of arithmetic and geometric…

Information Theory · Computer Science 2021-11-15 Gerhard Wunder , Benedikt Groß , Rick Fritschek , Rafael F. Schaefer

Predictive uncertainties in classification tasks are often a consequence of model inadequacy or insufficient training data. In popular applications, such as image processing, we are often required to scrutinise these uncertainties by…

Machine Learning · Computer Science 2022-11-10 Iker Perez , Piotr Skalski , Alec Barns-Graham , Jason Wong , David Sutton

Calibration is a pivotal aspect in predictive modeling, as it ensures that the predictions closely correspond with what we observe empirically. The contemporary calibration framework, however, is predominantly focused on prediction models…

Methodology · Statistics 2023-09-18 Bavo De Cock Campo

Given a discrete probability measure supported on $N$ atoms and a set of $n$ real-valued functions, there exists a probability measure that is supported on a subset of $n+1$ of the original $N$ atoms and has the same mean when integrated…

Machine Learning · Computer Science 2020-11-30 Francesco Cosentino , Harald Oberhauser , Alessandro Abate

Building on Shannon's lead, let's consider a more malleable expression for tracking uncertainty, and states of "knowledge available" vs. "knowledge missing," to better practice innovation, improve risk management, and successfully measure…

Information Theory · Computer Science 2010-06-08 Gideon Samid

We provide a new perspective on GSPO's length-normalized importance ratios by establishing their connection to information-theoretic quantities. We show that GSPO's sequence-level weight $s(\theta) =…

Machine Learning · Computer Science 2025-10-28 Chi Liu

We propose generalized resubstitution error estimators for regression, a broad family of estimators, each corresponding to a choice of empirical probability measures and loss function. The usual sum of squares criterion is a special case…

Machine Learning · Computer Science 2024-10-24 Diego Marcondes , Ulisses Braga-Neto

We investigate the effect of different metrizations of probability spaces on the information geometric complexity of entropic motion on curved statistical manifolds. Specifically, we provide a comparative analysis based upon Riemannian…

Mathematical Physics · Physics 2019-07-24 Steven Gassner , Carlo Cafaro

The modeling of probability distributions, specifically generative modeling and density estimation, has become an immensely popular subject in recent years by virtue of its outstanding performance on sophisticated data such as images and…

Machine Learning · Statistics 2023-01-02 Hongkang Yang

We give a general framework for inference in spanning tree models. We propose unified algorithms for the important cases of first-order expectations and second-order expectations in edge-factored, non-projective spanning-tree models. Our…

Computation and Language · Computer Science 2021-03-26 Ran Zmigrod , Tim Vieira , Ryan Cotterell

We analyze the geometry of a joint distribution over a set of discrete random variables. We briefly review Shannon's entropy, conditional entropy, mutual information and conditional mutual information. We review the entropic information…

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

Methodology · Statistics 2015-09-14 Ville A. Satopää , Robin Pemantle , Lyle H. Ungar

We compute approximate solutions to inverse problems for determining parameters in differential equation models with stochastic data on output quantities. The formulation of the problem and modeling framework define a solution as a…

Numerical Analysis · Mathematics 2014-07-16 Troy Butler , Don Estep , Simon Tavener , Timothy Wildey , Clint Dawson , Lindley Graham
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