Related papers: A Novel Bayes' Theorem for Upper Probabilities

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

We develop a systematic approach to quantum probability as a theory of rational betting in quantum gambles. In these games of chance the agent is betting in advance on the outcomes of several (finitely many) incompatible measurements. One…

The current definition of a Bayesian credible set cannot, in general, achieve an arbitrarily preassigned credible level. This drawback is particularly acute for classification problems, where there are only a finite number of achievable…

Within the Kolmogorov theory of probability, Bayes' rule allows one to perform statistical inference by relating conditional probabilities to unconditional probabilities. As we show here, however, there is a continuous set of alternative…

The main object of this paper is to present some general concepts of Bayesian inference and more specifically the estimation of the hyperparameters in inverse problems. We consider a general linear situation where we are given some data…

The emergent field of probabilistic numerics has thus far lacked clear statistical principals. This paper establishes Bayesian probabilistic numerical methods as those which can be cast as solutions to certain inverse problems within the…

The plausibility of uncommon events and miracles based on testimony of such an event has been much discussed. When analyzing the probabilities involved, it has mostly been assumed that the common events can be taken as data in the…

We study the rate of Bayesian consistency for hierarchical priors consisting of prior weights on a model index set and a prior on a density model for each choice of model index. Ghosal, Lember and Van der Vaart [2] have obtained general…

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…

Adversarial examples pose a security threat to many critical systems built on neural networks. Given that deterministic robustness often comes with significantly reduced accuracy, probabilistic robustness (i.e., the probability of having…

Using coupling techniques based on Stein's method for probability approximation, we revisit classical variance bounding inequalities of Chernoff, Cacoullos, Chen and Klaassen. Taking advantage of modern coupling techniques allows us to…

Bayesian coresets speed up posterior inference in the large-scale data regime by approximating the full-data log-likelihood function with a surrogate log-likelihood based on a small, weighted subset of the data. But while Bayesian coresets…

Equivalence tests, otherwise known as parity or similarity tests, are frequently used in ``bioequivalence studies" to establish practical equivalence rather than the usual statistical significant difference. In this article, we propose an…

Bayesian statistics is concerned with conducting posterior inference for the unknown quantities in a given statistical model. Conventional Bayesian inference requires the specification of a probabilistic model for the observed data, and the…

In this paper we leverage on probability over Riemannian manifolds to rethink the interpretation of priors and posteriors in Bayesian inference. The main mindshift is to move away from the idea that "a prior distribution establishes a…

In this note we consider the stability of posterior measures occuring in Bayesian inference w.r.t. perturbations of the prior measure and the log-likelihood function. This extends the well-posedness analysis of Bayesian inverse problems. In…

In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…

The subject of this article is the introduction of a new concept of well-posedness of Bayesian inverse problems. The conventional concept of (Lipschitz, Hellinger) well-posedness in [Stuart 2010, Acta Numerica 19, pp. 451-559] is difficult…

We introduce a novel notion of probability within quantum history theories and give a Gleasonesque proof for these assignments. This involves introducing a tentative novel axiom of probability. We also discuss how we are to interpret these…

We introduce a new concept of approximation applicable to decision problems and functions, inspired by Bayesian probability. From the perspective of a Bayesian reasoner with limited computational resources, the answer to a problem that…