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Legal probabilism (LP) claims the degrees of conviction in juridical fact-finding are to be modeled exactly the way degrees of beliefs are modeled in standard bayesian epistemology. Classical legal probabilism (CLP) adds that the conviction…

Artificial Intelligence · Computer Science 2017-07-28 Rafal Urbaniak

Averaging predictions from multiple competing inferential models frequently outperforms predictions from any single model, providing that models are optimally weighted to maximize predictive performance. This is particularly the case in…

Methodology · Statistics 2024-05-02 Nathaniel Haines , Conor Goold

This paper presents a Bayesian framework for assessing the adequacy of a model without the necessity of explicitly enumerating a specific alternate model. A test statistic is developed for tracking the performance of the model across…

Artificial Intelligence · Computer Science 2013-03-25 Kathryn Blackmond Laskey

As models of cognition grow in complexity and number of parameters, Bayesian inference with standard methods can become intractable, especially when the data-generating model is of unknown analytic form. Recent advances in simulation-based…

Machine Learning · Statistics 2020-07-14 Stefan T. Radev , Andreas Voss , Eva Marie Wieschen , Paul-Christian Bürkner

In this article the issues are discussed with the Bayesian approach, least-square fits, and most-likely fits. Trying to counter these issues, a method, based on weighted confidence, is proposed for estimating probabilities and other…

Statistics Theory · Mathematics 2017-01-26 Fetze Pijlman

The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit…

The combination of argumentation and probability paves the way to new accounts of qualitative and quantitative uncertainty, thereby offering new theoretical and applicative opportunities. Due to a variety of interests, probabilistic…

Artificial Intelligence · Computer Science 2018-03-12 Regis Riveret , Pietro Baroni , Yang Gao , Guido Governatori , Antonino Rotolo , Giovanni Sartor

A new empirical Bayes approach to variable selection in the context of generalized linear models is developed. The proposed algorithm scales to situations in which the number of putative explanatory variables is very large, possibly much…

Methodology · Statistics 2021-06-29 Haim Bar , James Booth , Martin T. Wells

Robust Bayesian models are appealing alternatives to standard models, providing protection from data that contains outliers or other departures from the model assumptions. Historically, robust models were mostly developed on a case-by-case…

Machine Learning · Statistics 2016-09-08 Chong Wang , David M. Blei

Practitioners making decisions based on causal effects typically ignore structural uncertainty. We analyze when this uncertainty is consequential enough to warrant methodological solutions (Bayesian model averaging over competing causal…

Machine Learning · Computer Science 2025-08-01 Maurits Kaptein

Economic evaluations from individual-level data are an important component of the process of technology appraisal, with a view to informing resource allocation decisions. A critical problem in these analyses is that both effectiveness and…

Applications · Statistics 2018-02-01 Andrea Gabrio , Alexina J. Mason , Gianluca Baio

The general principles of Bayesian data analysis imply that models for survey responses should be constructed conditional on all variables that affect the probability of inclusion and nonresponse, which are also the variables used in survey…

Methodology · Statistics 2007-11-06 Andrew Gelman

In the field of modeling, the word validation refers to simple comparisons between model outputs and experimental data. Usually, this comparison constitutes plotting the model results against data on the same axes to provide a visual…

Applications · Statistics 2021-06-11 Farid Mohammadi

This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…

Methodology · Statistics 2010-02-11 Christian P. Robert , Jean-Michel Marin , Judith Rousseau

As algorithmic decision-making systems become more prevalent in society, ensuring the fairness of these systems is becoming increasingly important. Whilst there has been substantial research in building fair algorithmic decision-making…

Machine Learning · Computer Science 2023-10-30 Madeleine Waller , Odinaldo Rodrigues , Oana Cocarascu

Probabilistic models analyze data by relying on a set of assumptions. Data that exhibit deviations from these assumptions can undermine inference and prediction quality. Robust models offer protection against mismatch between a model's…

Machine Learning · Statistics 2018-06-20 Yixin Wang , Alp Kucukelbir , David M. Blei

We outline a Bayesian model-averaged meta-analysis for standardized mean differences in order to quantify evidence for both treatment effectiveness $\delta$ and across-study heterogeneity $\tau$. We construct four competing models by…

There is currently a renewed interest in the Bayesian predictive approach to statistics. This paper offers a review on foundational concepts and focuses on predictive modeling, which by directly reasoning on prediction, bypasses inferential…

Statistics Theory · Mathematics 2024-11-22 Sandra Fortini , Sonia Petrone

Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation. Unfortunately, discounted cash flow, method of…

Statistical Finance · Quantitative Finance 2008-12-02 Kenton K. Yee

We study the merging and the testing of opinions in the context of a prediction model. In the absence of incentive problems, opinions can be tested and rejected, regardless of whether or not data produces consensus among Bayesian agents. In…

Statistics Theory · Mathematics 2014-05-30 Luciano Pomatto , Nabil Al-Najjar , Alvaro Sandroni