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When studying convergence of measures, an important issue is the choice of probability metric. In this review, we provide a summary and some new results concerning bounds among ten important probability metrics/distances that are used by…

Probability · Mathematics 2007-05-23 Alison L. Gibbs , Francis Edward Su

We derive upper bounds on the tail conditional expectation of binomial and Poisson random variables. Those upper bounds are subsequently employed to the problem of obtaining non-asymptotic lower bounds on the probability that the…

Probability · Mathematics 2017-12-07 Christos Pelekis

Many classification models produce a probability distribution as the outcome of a prediction. This information is generally compressed down to the single class with the highest associated probability. In this paper, we argue that part of…

Machine Learning · Statistics 2021-03-30 Gabriele N. Tornetta

We consider a general class of empirical-type likelihoods and develop higher order asymptotics with a view to characterizing members thereof that allow the existence of possibly data-dependent probability matching priors ensuring…

Statistics Theory · Mathematics 2008-12-18 Rahul Mukerjee

In contrast to its common definition and calculation, interpretation of p-values diverges among statisticians. Since p-value is the basis of various methodologies, this divergence has led to a variety of test methodologies and evaluations…

Methodology · Statistics 2012-12-27 Tomokazu Konishi

A sequential importance sampling algorithm is developed for the distribution that results when a matrix of independent, but not identically distributed, Bernoulli random variables is conditioned on a given sequence of row and column sums.…

Computation · Statistics 2013-01-18 Matthew T. Harrison , Jeffrey W. Miller

This is an up-to-date introduction to, and overview of, marginal likelihood computation for model selection and hypothesis testing. Computing normalizing constants of probability models (or ratio of constants) is a fundamental issue in many…

Computation · Statistics 2023-02-13 Fernando Llorente , Luca Martino , David Delgado , Javier Lopez-Santiago

Predictions in the form of sets of probability distributions, so-called credal sets, provide a suitable means to represent a learner's epistemic uncertainty. In this paper, we propose a theoretically grounded approach to credal prediction…

Machine Learning · Statistics 2025-12-16 Timo Löhr , Paul Hofman , Felix Mohr , Eyke Hüllermeier

The evaluation of the probability of union of a large number of independent events requires several combinations involving the factorial and the use of high performance computers with several hours of processing. Bounds and simplifications…

Numerical Analysis · Mathematics 2025-03-07 Edson Luiz Ursini , Paulo S. Martins

We introduce the notion of a stochastic probabilistic program and present a reference implementation of a probabilistic programming facility supporting specification of stochastic probabilistic programs and inference in them. Stochastic…

Machine Learning · Statistics 2020-01-23 David Tolpin , Tomer Dobkin

This work presents a new classifier that is specifically designed to be fully interpretable. This technique determines the probability of a class outcome, based directly on probability assignments measured from the training data. The…

Machine Learning · Statistics 2017-10-31 Sapan Agarwal , Corey M. Hudson

With the rise of increasingly powerful and user-facing NLP systems, there is growing interest in assessing whether they have a good representation of uncertainty by evaluating the quality of their predictive distribution over outcomes. We…

Computation and Language · Computer Science 2024-02-27 Joris Baan , Raquel Fernández , Barbara Plank , Wilker Aziz

Likelihood-based methods of statistical inference provide a useful general methodology that is appealing, as a straightforward asymptotic theory can be applied for their implementation. It is important to assess the relationships between…

Statistics Theory · Mathematics 2015-03-20 Thomas J. DiCiccio , Todd A. Kuffner , G. Alastair Young , Russell Zaretzki

We introduce a method for calculating \(p\)-values to test causal hypotheses in qualitative research \emph{a la} process tracing. As in an experiment, our \(p\)-value tells us how often one would make the same or more compelling…

Methodology · Statistics 2025-08-04 Matias Lopez , Jake Bowers

Ratios of random variables often appear in probability and statistical applications. We aim to approximate the moments of such ratios under several dependence assumptions. Extending the ideas in Collomb [C. R. Acad. Sci. Paris 285 (1977)…

Statistics Theory · Mathematics 2010-01-14 Paul Doukhan , Gabriel Lang

Conformal predictors provide set or functional predictions that are valid under the assumption of randomness, i.e., under the assumption of independent and identically distributed data. The question asked in this paper is whether there are…

Machine Learning · Computer Science 2025-06-10 Vladimir Vovk

Sequential estimation of a probability $p$ by means of inverse binomial sampling is considered. For $\mu_1,\mu_2>1$ given, the accuracy of an estimator $\hat{p}$ is measured by the confidence level $P[p/\mu_2\leq\hat{p}\leq p\mu_1]$. The…

Statistics Theory · Mathematics 2010-10-12 Luis Mendo , José M. Hernando

The problem of estimating the probability p=P(g(X<0) is considered when X represents a multivariate stochastic input of a monotone function g. First, a heuristic method to bound p is formally described, involving a specialized design of…

Statistics Theory · Mathematics 2015-03-17 Nicolas Bousquet

Quantitative research relies heavily on coding, and coding errors are relatively common even in published research. In this paper, we examine whether individuals are more or less likely to check their code depending on the results they…

General Economics · Economics 2025-09-26 Bruno Ferman , Lucas Finamor

The Born rule, which is one of foundational axioms of quantum theory, states that the probability of obtain outcome $a$ for the quantum state $|\psi\rangle$ is determined by $P(a)=|\langle a|\psi\rangle|^{2}$. Despite its great success in…

Quantum Physics · Physics 2022-12-14 Hu Meng-Jun
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