Related papers: Inference with Choice Functions Made Practical
We study how to infer new choices from prior choices using the framework of choice functions, a unifying mathematical framework for decision-making based on sets of preference orders. In particular, we define the natural (most conservative)…
Choice functions constitute a simple, direct and very general mathematical framework for modelling choice under uncertainty. In particular, they are able to represent the set-valued choices that typically arise from applying decision rules…
Choice functions constitute a simple, direct and very general mathematical framework for modelling choice under uncertainty. In particular, they are able to represent the set-valued choices that appear in imprecise-probabilistic decision…
Richard Cox [1] set the axiomatic foundations of probable inference and the algebra of propositions. He showed that consistency within these axioms requires certain rules for updating belief. In this paper we use the analogy between…
We prove some general theorems for preserving Dependent Choice when taking symmetric extensions, some of which are unwritten folklore results. We apply these to various constructions to obtain various simple consistency proofs.
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…
Inference is the process of using facts we know to learn about facts we do not know. A theory of inference gives assumptions necessary to get from the former to the latter, along with a definition for and summary of the resulting…
We investigate how to model exchangeability with choice functions. Exchangeability is a structural assessment on a sequence of uncertain variables. We show how such assessments are a special indifference assessment, and how that leads to a…
If uncertainty is modelled by a probability measure, decisions are typically made by choosing the option with the highest expected utility. If an imprecise probability model is used instead, this decision rule can be generalised in several…
The desirable gambles framework provides a foundational approach to imprecise probability theory but relies heavily on linear utility assumptions. This paper introduces function-coherent gambles, a generalization that accommodates…
In this article, we review selective inference, a set of techniques for inference when the statistical question asked is a function of the data. This setting often arises in contemporary scientific workflows, where hypotheses and parameters…
A family of models of individual discrete choice are constructed by means of statistical averaging of choices made by a subject in a reinforcement learning process, where the subject has short, k-term memory span. The choice probabilities…
The analysis of decision making under uncertainty is closely related to the analysis of probabilistic inference. Indeed, much of the research into efficient methods for probabilistic inference in expert systems has been motivated by the…
Methods for choosing from a set of options are often based on a strict partial order on these options, or on a set of such partial orders. I here provide a very general axiomatic characterisation for choice functions of this form. It…
We study the problem of deriving policies, or rules, that when enacted on a complex system, cause a desired outcome. Absent the ability to perform controlled experiments, such rules have to be inferred from past observations of the system's…
A primary motivation for reasoning under uncertainty is to derive decisions in the face of inconclusive evidence. However, Shafer's theory of belief functions, which explicitly represents the underconstrained nature of many reasoning…
A subjective expected utility policy making centre, managing complex, dynamic systems, needs to draw on the expertise of a variety of disparate panels of experts and integrate this information coherently. To achieve this, diverse supporting…
A growing number of empirical models exhibit set-valued predictions. This paper develops a tractable inference method with finite-sample validity for such models. The proposed procedure uses a robust version of the universal inference…
This paper introduces a conformal inference method to evaluate uncertainty in classification by generating prediction sets with valid coverage conditional on adaptively chosen features. These features are carefully selected to reflect…
A great deal of effort has been devoted to reducing the risk of spurious scientific discoveries, from the use of sophisticated validation techniques, to deep statistical methods for controlling the false discovery rate in multiple…