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Latent or unobserved phenomena pose a significant difficulty in data analysis as they induce complicated and confounding dependencies among a collection of observed variables. Factor analysis is a prominent multivariate statistical modeling…

Methodology · Statistics 2020-06-22 Armeen Taeb , Venkat Chandrasekaran

A wide variety of model explanation approaches have been proposed in recent years, all guided by very different rationales and heuristics. In this paper, we take a new route and cast interpretability as a statistical inference problem. We…

Machine Learning · Computer Science 2024-01-01 Hugo Henri Joseph Senetaire , Damien Garreau , Jes Frellsen , Pierre-Alexandre Mattei

We revisit the flatland paradox proposed by \cite{ston1976} which is an example of non-conglomerability. The aim of the paper is to show that the improperness of the prior is not directly involved in the inconsistency. First, we show that…

Methodology · Statistics 2017-04-10 Pierre Druilhet

Testing procedures for predictive regressions with lagged autoregressive variables imply a suboptimal inference in presence of small violations of ideal assumptions. We propose a novel testing framework resistant to such violations, which…

Statistical Finance · Quantitative Finance 2016-12-16 Lorenzo Camponovo , Olivier Scaillet , Fabio Trojani

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

A regression model with more parameters than data points in the training data is overparametrized and has the capability to interpolate the training data. Based on the classical bias-variance tradeoff expressions, it is commonly assumed…

Machine Learning · Computer Science 2023-04-18 Tomas McKelvey

Regressions created from experimental or simulated data enable the construction of metamodels, widely used in a variety of engineering applications. Many engineering problems involve multi-parametric physics whose corresponding…

Computational Engineering, Finance, and Science · Computer Science 2021-03-10 Abel Sancarlos , Victor Champaney , Jean-Louis Duval , Elias Cueto , Francisco Chinesta

Regression is one of the most fundamental statistical inference problems. A broad definition of regression problems is as estimation of the distribution of an outcome using a family of probability models indexed by covariates. Despite the…

Statistics Theory · Mathematics 2023-09-26 Peter Mueller , Fernando Andrés Quintana , Garritt L. Page

Systems may depend on parameters which one may control, or which serve to optimise the system, or are imposed externally, or they could be uncertain. This last case is taken as the ``Leitmotiv'' for the following. A reduced order model is…

Machine Learning · Computer Science 2025-02-17 Hermann G. Matthies

Surprisal theory posits that the processing difficulty of a word is determined by its predictability in context, offering a potential link between human sentence processing and next-word predictions from language models. While language…

Computation and Language · Computer Science 2026-05-18 William Timkey , Brian Dillon , Tal Linzen

This paper gives a general interpretation of Linear Prediction (LP) by interpolation framework different from the perspective of statistics. This interpretation is proved to be useful by several following results, such as: The mechanism of…

Signal Processing · Electrical Eng. & Systems 2019-05-21 Changcun Huang

We consider the on-line predictive version of the standard problem of linear regression; the goal is to predict each consecutive response given the corresponding explanatory variables and all the previous observations. We are mainly…

Statistics Theory · Mathematics 2011-11-22 Vladimir Vovk , Ilia Nouretdinov , Alex Gammerman

In this paper, we study a general Syracuse problem. We give some necessary conditions concerning the existence of eventual non trivial cycles. Some properties based on linear logarithmic forms are established. New general conjectures are…

Number Theory · Mathematics 2021-09-01 Abderrahman Bouhamidi

For half a century, authors have weakened the rule of necessitation in various more or less ad hoc ways in order to make inconsistent systems consistent. More recently, necessitation was weakened in a systematic way, not for the purpose of…

Logic · Mathematics 2012-10-05 Samuel A. Alexander

We describe a hierarchical Bayesian approach for inference about a parameter $\theta$ lower-bounded by $\alpha$ with uncertain $\alpha$, derive some basic identities for posterior analysis about $(\theta,\alpha)$, and provide illustrations…

Statistics Theory · Mathematics 2018-06-08 Éric Marchand , Theodoros Nicoleris

The "paradox" arises in the Two Envelopes Paradox from the incorrect formulation of the argument. The infomation given is misused and therefore the results are incorrect for the question asked. The key is to be clear on what question we are…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Adom Giffin

In this paper, we continue our research on the algorithmic aspects of Halpern and Pearl's causes and explanations in the structural-model approach. To this end, we present new characterizations of weak causes for certain classes of causal…

Artificial Intelligence · Computer Science 2013-01-07 Thomas Eiter , Thomas Lukasiewicz

Contrastive explanations clarify why an event occurred in contrast to another. They are more inherently intuitive to humans to both produce and comprehend. We propose a methodology to produce contrastive explanations for classification…

Computation and Language · Computer Science 2021-09-15 Alon Jacovi , Swabha Swayamdipta , Shauli Ravfogel , Yanai Elazar , Yejin Choi , Yoav Goldberg

The ultimate goal of regression analysis is to obtain information about the conditional distribution of a response given a set of explanatory variables. This goal is, however, seldom achieved because most established regression models only…

Methodology · Statistics 2017-12-13 Torsten Hothorn , Thomas Kneib , Peter Bühlmann

Increasing practical interest has been shown in regression problems where the errors, or disturbances, are centred in a way that reflects particular characteristics of the mechanism that generated the data. In economics this occurs in…

Statistics Theory · Mathematics 2009-09-07 Peter Hall , Ingrid Van Keilegom