Related papers: Statistics with improper posteriors
The relationship between Popper spaces (conditional probability spaces that satisfy some regularity conditions), lexicographic probability systems (LPS's), and nonstandard probability spaces (NPS's) is considered. If countable additivity is…
This article continues study of the prequential framework for evaluating a probability forecaster. Testing the hypothesis that the sequence of forecasts issued by the forecaster is in agreement with the observed outcomes can be done using…
The notion of random sequence was introduced by Martin-Loef in 1966. At the same time he defined the so-called randomness deficiency function that shows how close are random sequences to non-random (in some natural sense). Other deficiency…
Kolmogorov's foundation of probability takes measure spaces, $\sigma$-algebras, and probability measures as basic objects. It is, however, widely recognized that this classical framework is inadequate for random phenomena involving quantum…
Within psychology, neuroscience and artificial intelligence, there has been increasing interest in the proposal that the brain builds probabilistic models of sensory and linguistic input: that is, to infer a probabilistic model from a…
Given two measurable spaces $H$ and $D$ with countably generated $\sigma$-algebras, a perfect prior probability measure $P_H$ on $H$ and a sampling distribution $S: H \rightarrow D$, there is a corresponding inference map $I: D \rightarrow…
This paper provides a quantitative version of de Finetti law of large numbers. Given an infinite sequence $\{X_n\}_{n \geq 1}$ of exchangeable Bernoulli variables, it is well-known that $\frac{1}{n} \sum_{i = 1}^n X_i…
Kolmogorov suggested to measure quality of a statistical hypothesis $P$ for a data $x$ by two parameters: Kolmogorov complexity $C(P)$ of the hypothesis and the probability $P(x)$ of $x$ with respect to $P$. P. G\'acs, J. Tromp, P.M.B.…
We establish a natural translation from word rewriting systems to strictly positive polymodal logics. Thereby, the latter can be considered as a generalization of the former. As a corollary we obtain examples of undecidable strictly…
Universality of local eigenvalue statistics is one of the most striking phenomena of Random Matrix Theory, that also accounts for a lot of the attention that the field has attracted over the past 15 years. In this paper we focus on the…
To the frequentist who computes posteriors, not all priors are useful asymptotically: in this paper Schwartz's 1965 Kullback-Leibler condition is generalised to enable frequentist interpretation of convergence of posterior distributions…
Probability theory can be studied synthetically as the computational effect embodied by a commutative monad. In the recently proposed Markov categories, one works with an abstraction of the Kleisli category and then defines deterministic…
We develop a domain-theoretic framework for imprecise probability reasoning and inference on general topological spaces with a countably based continuous lattice of open sets. We address two distinct forms of uncertainty: partial or…
We present a unified approach to proving Ramsey-type theorems for graphs with a forbidden induced subgraph which can be used to extend and improve the earlier results of Rodl, Erdos-Hajnal, Promel-Rodl, Nikiforov, Chung-Graham, and…
A general theory of summation of divergent series based on the Hardy-Kolmogorov axioms is developed. A class of functional series is investigated by means of ergodic theory. The results are formulated in terms of solvability of some…
In this paper, we consider several types of information and methods of combination associated with incomplete probabilistic systems. We discriminate between 'a priori' and evidential information. The former one is a description of the whole…
The main goal of this paper is to put some known results in a common perspective and to simplify their proofs. We start with a simple proof of a result from (Vereshchagin, 2002) saying that $\limsup_n\KS(x|n)$ (here $\KS(x|n)$ is…
The paper deals with the order statistics and empirical mathematical expectation (which is also called the estimate of mathematical expectation in the literature) in the case of infinitely increasing random variables. The Kolmogorov concept…
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…
Sofic entropy is an invariant for probability-preserving actions of sofic groups. It was introduced a few years ago by Lewis Bowen, and shown to extend the classical Kolmogorov-Sinai entropy from the setting of amenable groups. Some parts…