Related papers: Justifying the Norms of Inductive Inference
Weighted Updating generalizes Bayesian updating, allowing for biased beliefs by weighting the likelihood function and prior distribution with positive real exponents. I provide a rigorous foundation for the model by showing that…
Loss-based updating, including generalized Bayes, Gibbs, and quasi-posteriors, replaces likelihoods by a user-chosen loss and produces a posterior-like distribution via exponential tilt. We give a decision-theoretic characterization that…
In this paper we formulate the problem of inference under incomplete information in very general terms. This includes modelling the process responsible for the incompleteness, which we call the incompleteness process. We allow the process…
It is suggested that an AI inference system should reflect an inference policy that is tailored to the domain of problems to which it is applied -- and furthermore that an inference policy need not conform to any general theory of rational…
Bayesian inference requires specification of a single, precise prior distribution, whereas frequentist inference only accommodates a vacuous prior. Since virtually every real-world application falls somewhere in between these two extremes,…
Currently, there is renewed interest in the problem, raised by Shafer in 1985, of updating probabilities when observations are incomplete (or set-valued). This is a fundamental problem, and of particular interest for Bayesian networks.…
Bayesian inference provides an attractive online-learning framework to analyze sequential data, and offers generalization guarantees which hold even with model mismatch and adversaries. Unfortunately, exact Bayesian inference is rarely…
An agent is a misspecified Bayesian if she updates her belief using Bayes' rule given a subjective, possibly misspecified model of her signals. This paper shows that a belief sequence is consistent with misspecified Bayesian updating if and…
The goal of causal inference is to understand the outcome of alternative courses of action. However, all causal inference requires assumptions. Such assumptions can be more influential than in typical tasks for probabilistic modeling, and…
Probability theory, epistemically interpreted, provides an excellent, if not the best available account of inductive reasoning. This is so because there are general and definite rules for the change of subjective probabilities through…
Bayes' theorem incorporates distinct types of information through the likelihood and prior. Direct observations of state variables enter the likelihood and modify posterior probabilities through consistent updating. Information in terms of…
This paper is a review of a particular approach to the method of maximum entropy as a general framework for inference. The discussion emphasizes the pragmatic elements in the derivation. An epistemic notion of information is defined in…
Independence-based (IB) assignments to Bayesian belief networks were originally proposed as abductive explanations. IB assignments assign fewer variables in abductive explanations than do schemes assigning values to all evidentially…
Methods for probability updating, of which Bayesian conditionalization is the most well-known and widely used, are modeling tools that aim to represent the process of modifying an initial epistemic state, typically represented by a prior…
I discuss the design of the method of entropic inference as a general framework for reasoning under conditions of uncertainty. The main contribution of this discussion is to emphasize the pragmatic elements in the derivation. More…
This article expands the framework of Bayesian inference and provides direct probabilistic methods for approaching inference tasks that are typically handled with information theory. We treat Bayesian probability updating as a random…
Many questions in experimental mathematics are fundamentally inductive in nature. Here we demonstrate how Bayesian inference --the logic of partial beliefs-- can be used to quantify the evidence that finite data provide in favor of a…
This paper modifies Jaynes's axioms of plausible reasoning and derives the minimum relative entropy principle, Bayes's rule, as well as maximum likelihood from first principles. The new axioms, which I call the Optimum Information…
The recent article "Entropic Updating of Probability and Density Matrices" [1] derives and demonstrates the inferential origins of both the standard and quantum relative entropies in unison. Operationally, the standard and quantum relative…
Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…