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A very simple example demonstrates that Fisher's application of the conditionality principle to regression ("fixed-$x$ regression"), endorsed by Sprott and many other followers, makes prediction impossible in the context of statistical…

Statistics Theory · Mathematics 2025-03-11 Vladimir Vovk

Topological data analysis has emerged as a powerful tool for extracting the metric, geometric and topological features underlying the data as a multi-resolution summary statistic, and has found applications in several areas where data…

Probability · Mathematics 2024-02-16 Siddharth Vishwanath , Kenji Fukumizu , Satoshi Kuriki , Bharath Sriperumbudur

This paper revisits the principle of uniform convergence in statistical learning, discusses how it acts as the foundation behind machine learning, and attempts to gain a better understanding of the essential problem that current deep…

Computer Vision and Pattern Recognition · Computer Science 2022-09-07 Lei Zhang , Heung-Yeung Shum

This paper analyzes the working or default assumptions researchers in the formal, statistical, and case study traditions typically hold regarding the sources of unexplained variance, the meaning of outliers, parameter values, human…

Methodology · Statistics 2022-02-17 Andrew Bennett , Bear F. Braumoeller

The paper argues that a part of the current statistical discussion is not based on the standard firm foundations of the field. Among the examples we consider are prediction into the future, semi-supervised classification, and causality…

Statistics Theory · Mathematics 2010-03-09 Ya'acov Ritov

Shift and stretch invariance lead to the exponential-Boltzmann probability distribution. Rotational invariance generates the Gaussian distribution. Particular scaling relations transform the canonical exponential and Gaussian patterns into…

Probability · Mathematics 2016-05-24 Steven A. Frank

The most fundamental problem in statistics is the inference of an unknown probability distribution from a finite number of samples. For a specific observed data set, answers to the following questions would be desirable: (1) Estimation:…

Statistics Theory · Mathematics 2013-01-23 Ali Kinkhabwala

The conditionality principle $C$ plays a key role in attempts to characterize the concept of statistical evidence. The standard version of $C$ considers a model and a derived conditional model, formed by conditioning on an ancillary…

Statistics Theory · Mathematics 2022-02-22 Michael Evans , Constantine Frangakis

As physics searches for invariants in observations, this paper looks for invariants of probabilistic observation without assuming physical structure. Structure emerges from the basic assumption of science that new information shall lead to…

Quantum Physics · Physics 2007-05-23 Johann Summhammer

Building on recent work in statistical science, the paper presents a theory for modelling natural phenomena that unifies physical and statistical paradigms based on the underlying principle that a model must be nondimensionalizable. After…

Statistics Theory · Mathematics 2021-09-07 Tae Yoon Lee , James V. Zidek , Nancy Heckman

Statistical analysis is an important tool to distinguish systematic from chance findings. Current statistical analyses rely on distributional assumptions reflecting the structure of some underlying model, which if not met lead to problems…

Statistics Theory · Mathematics 2023-11-15 Orestis Loukas , Ho Ryun Chung

We study a class of heterogeneous agent-based models which are based on a basic set of principles, and the most fundamental operations of an economic system: trade and product transformations. A basic guiding principle is scale invariance,…

Trading and Market Microstructure · Quantitative Finance 2009-02-24 Samuel E. Vazquez

Statistics is sometimes described as the science of reasoning under uncertainty. Statistical models provide one view of this uncertainty, but what is frequently neglected is the 'invisible' portion of uncertainty: that assumed not to exist…

Methodology · Statistics 2026-03-18 Oliver L. Pescott , Robin J. Boyd , Gary D. Powney , Gavin B. Stewart

Statistical science (as opposed to mathematical statistics) involves far more than probability theory, for it requires realistic causal models of data generators - even for purely descriptive goals. Statistical decision theory requires more…

Other Statistics · Statistics 2022-06-02 Sander Greenland

Frequentist inference typically is described in terms of hypothetical repeated sampling but there are advantages to an interpretation that uses a single random sample. Contemporary examples are given that indicate probabilities for random…

Other Statistics · Statistics 2019-06-21 Paul Vos , Don Holbert

All scientific interpretations of statistical outputs depend on background (auxiliary) assumptions that are rarely delineated or explicitly interrogated. These include not only the usual modeling assumptions, but also deeper assumptions…

Methodology · Statistics 2022-08-01 Sander Greenland , Zad Rafi , Robert Matthews , Megan Higgs

Ordinal measurements are common outcomes in studies within psychology, as well as in the social and behavioral sciences. Choosing an appropriate regression model for analysing such data poses a difficult task. This paper aims to facilitate…

Methodology · Statistics 2026-03-03 Stefan Inerle , Markus Pauly , Moritz Berger

The aim of this paper is twofold. First, three theoretical principles are formalized: randomization, overrepresentation and restriction. We develop these principles and give a rationale for their use in choosing the sampling design in a…

Methodology · Statistics 2016-12-16 Yves Tillé , Matthieu Wilhelm

Statistical inference as a formal scientific method to covert experience to knowledge has proven to be elusively difficult. While frequentist and Bayesian methodologies have been accepted in the contemporary era as two dominant schools of…

Statistics Theory · Mathematics 2023-01-16 Chuanhai Liu , Ryan Martin

Datasets are growing not just in size but in complexity, creating a demand for rich models and quantification of uncertainty. Bayesian methods are an excellent fit for this demand, but scaling Bayesian inference is a challenge. In response…

Machine Learning · Statistics 2016-03-23 Elaine Angelino , Matthew James Johnson , Ryan P. Adams