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In this paper, an optimization problem with uncertain constraint coefficients is considered. Possibility theory is used to model the uncertainty. Namely, a joint possibility distribution in constraint coefficient realizations, called…

Optimization and Control · Mathematics 2023-09-07 Romain Guillaume , Adam Kasperski , Pawel Zielinski

The definition of probabilities in eternally inflating universes requires a measure to regulate the infinite spacetime volume, and much of the current literature uses a global time cutoff for this purpose. Such measures have been found to…

High Energy Physics - Theory · Physics 2011-08-04 Alan H. Guth , Vitaly Vanchurin

Traditionally regression analysis answers questions about the relationships among variables based on the assumption that the observation values of variables are precise numbers. It has long been dominated by least squares techniques, mostly…

Statistics Theory · Mathematics 2018-12-06 Zhe Liu

There have been extensive developments recently in modern nonparametric inference and modeling. Nonparametric and semi-parametric methods are especially useful with large amounts of data that are now routinely collected in many areas of…

Statistics Theory · Mathematics 2007-06-13 Jiayang Sun , Anirban DasGupta , Vince Melfi , Connie Page

We propose confidence regions for the parameters of incomplete models with exact coverage of the true parameter in finite samples. Our confidence region inverts a test, which generalizes Monte Carlo tests to incomplete models. The test…

Econometrics · Economics 2025-10-07 Lixiong Li , Marc Henry

Our comment on Garc\'ia-Donato et al. (2025). "Model uncertainty and missing data: An objective Bayesian perspective" explores a further extension of the proposed methodology. Specifically, we consider the sequential setting where…

Methodology · Statistics 2025-10-01 Sebastian Arnold , Alexander Ly

Entropy estimation plays a crucial role in various fields, such as information theory, statistical data science, and machine learning. However, traditional entropy estimation methods often struggle with complex data distributions.…

Methodology · Statistics 2025-05-16 Luca Scrucca

This paper develops an inconsistency measure on conditional probabilistic knowledge bases. The measure is based on fundamental principles for inconsistency measures and thus provides a solid theoretical framework for the treatment of…

Artificial Intelligence · Computer Science 2012-05-14 Matthias Thimm

Some abstract argumentation approaches consider that arguments have a degree of uncertainty, which impacts on the degree of uncertainty of the extensions obtained from a abstract argumentation framework (AAF) under a semantics. In these…

Artificial Intelligence · Computer Science 2020-09-21 Mariela Morveli-Espinoza , Juan Carlos Nieves , Cesar Augusto Tacla

The problem of characterising the accuracy of, and disturbance caused by a joint measurement of position and momentum is investigated. In a previous paper the problem was discussed in the context of the unbiased measurements considered by…

Quantum Physics · Physics 2007-05-23 D. M. Appleby

Given data on a random variable \(Y\), a prediction set with miscoverage level \(\alpha \in (0,1)\) is a set that contains a new draw of \(Y\) with probability \(1-\alpha\). Among all prediction sets satisfying this coverage property, the…

Econometrics · Economics 2026-02-24 Weiguang Liu , Áureo de Paula , Elie Tamer

A new combinatorial-probabilistic diagnostic entropy has been introduced. It describes the pair-wise sum of probabilities of system conditions that have to be distinguished during the diagnosing process. The proposed measure describes the…

Information Theory · Computer Science 2009-09-29 Henryk Borowczyk

This contribution reviews critically the existing entropy measures for probabilistic hesitant fuzzy sets (PHFSs), and demonstrates that these entropy measures fail to effectively distinguish a variety of different PHFSs in some cases. In…

Artificial Intelligence · Computer Science 2020-11-18 Bahram Farhadinia , Uwe Aickelin , Hadi Akbarzadeh Khorshidi

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…

Artificial Intelligence · Computer Science 2014-01-16 Marco Zaffalon , Enrique Miranda

This paper presents a systematic study of the notion of surplus invariance, which plays a natural and important role in the theory of risk measures and capital requirements. So far, this notion has been investigated in the setting of some…

Mathematical Finance · Quantitative Finance 2018-05-16 Niushan Gao , Cosimo Munari

In statistical inference, confidence set procedures are typically evaluated based on their validity and width properties. Even when procedures achieve rate-optimal widths, confidence sets can still be excessively wide in practice due to…

Statistics Theory · Mathematics 2025-03-20 Kenta Takatsu

With the widespread success of deep neural networks in science and technology, it is becoming increasingly important to quantify the uncertainty of the predictions produced by deep learning. In this paper, we introduce a new method that…

Machine Learning · Computer Science 2019-08-15 Qingyang Wu , He Li , Lexin Li , Zhou Yu

This paper studies the propagation of finite-sample uncertainty under nonlinear transformations commonly used in statistical decision systems. In particular, we consider process capability indices, which are widely used in manufacturing…

Applications · Statistics 2026-05-11 Fei Jiang , Lei Yang

Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…

Machine Learning · Computer Science 2025-03-05 Dimitris Bertsimas , Benjamin Boucher

These lectures deal with the problem of inductive inference, that is, the problem of reasoning under conditions of incomplete information. Is there a general method for handling uncertainty? Or, at least, are there rules that could in…

Data Analysis, Statistics and Probability · Physics 2016-09-08 Ariel Caticha