Related papers: Fiducial inference viewed through a possibility-th…
We propose randomized confidence intervals based on the Neyman-Pearson lemma, in order to make them more broadly applicable to distributions that do not satisfy regularity conditions. This is achieved by using the definition of fuzzy…
The inferential model (IM) framework offers alternatives to the familiar probabilistic (e.g., Bayesian and fiducial) uncertainty quantification in statistical inference. Allowing this uncertainty quantification to be imprecise makes it…
We explore Bayesian reasoning as a means to quantify uncertainty in neural networks for question answering. Starting with a multilayer perceptron on the Iris dataset, we show how posterior inference conveys confidence in predictions. We…
In many common situations, a Bayesian credible interval will be, given the same data, very similar to a frequentist confidence interval, and researchers will interpret these intervals in a similar fashion. However, no predictable similarity…
Modern statistical software and machine learning libraries are enabling semi-automated statistical inference. Within this context, it appears easier and easier to try and fit many models to the data at hand, reversing thereby the Fisherian…
We present extensive empirical evidence showing that current Bayesian simulation-based inference algorithms can produce computationally unfaithful posterior approximations. Our results show that all benchmarked algorithms -- (Sequential)…
Fisher's Method of Maximum Likelihood is shown to be a procedure for the construction of likelihood intervals or regions, instead of a procedure of point estimation. Based on Fisher's articles and books it is justified that by estimation…
We consider the problem of Bayesian regression with trustworthy uncertainty quantification. We define that the uncertainty quantification is trustworthy if the ground truth can be captured by intervals dependent on the predictive…
Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…
To answer questions of "causes of effects", the probability of necessity is introduced for assessing whether or not an observed outcome was caused by an earlier treatment. However, the statistical inference for probability of necessity is…
Fisher's exact test is often a preferred method to estimate the significance of statistical dependence. However, in large data sets the test is usually too worksome to be applied, especially in an exhaustive search (data mining). The…
Understanding how much each variable contributes to an outcome is a central question across disciplines. A causal view of explainability is favorable for its ability in uncovering underlying mechanisms and generalizing to new contexts.…
A fundamental class of inferential problems are those characterised by there having been a substantial degree of pre-data (or prior) belief that the value of a model parameter $\theta_j$ was equal or lay close to a specified value…
The proposed approach extends the confidence posterior distribution to the semi-parametric empirical Bayes setting. Whereas the Bayesian posterior is defined in terms of a prior distribution conditional on the observed data, the confidence…
We marshall the arguments for preferring Bayesian hypothesis testing and confidence sets to frequentist ones. We define admissible solutions to inference problems, noting that Bayesian solutions are admissible. We give seven weaker…
The concept of fiducial inference was introduced by R. A. Fisher in the 1930s to address the perceived limitations of Bayesian inference, particularly the need for subjective prior distributions in cases with limited prior information.…
Our previous work on classifying complex ship images [1,2] has evolved into an effort to develop software tools for building and solving generic classification problems. Managing the uncertainty associated with feature data and other…
Under the potential outcomes framework, causal effects are defined as comparisons between potential outcomes under treatment and control. To infer causal effects from randomized experiments, Neyman proposed to test the null hypothesis of…
The use of standard statistical methods, such as maximum likelihood, is often justified based on their asymptotic properties. For suitably regular models, this theory is standard but, when the model is non-regular, e.g., the support depends…
Expectation is a central notion in probability theory. The notion of expectation also makes sense for other notions of uncertainty. We introduce a propositional logic for reasoning about expectation, where the semantics depends on the…