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The practical implementation of Bayesian inference requires numerical approximation when closed-form expressions are not available. What types of accuracy (convergence) of the numerical approximations guarantee robustness and what types do…

Statistics Theory · Mathematics 2016-04-21 Houman Owhadi , Clint Scovel

We use the method of Maximum (relative) Entropy to process information in the form of observed data and moment constraints. The generic "canonical" form of the posterior distribution for the problem of simultaneous updating with data and…

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

Given a set of probability measures $\mathcal{P}$ representing an agent's knowledge on the elements of a sigma-algebra $\mathcal{F}$, we can compute upper and lower bounds for the probability of any event $A\in\mathcal{F}$ of interest. A…

Statistics Theory · Mathematics 2023-05-09 Michele Caprio , Teddy Seidenfeld

In this work a quantum analogue of Bayesian inference is considered. Based on the notion of instrument, we propose a quantum analogue of Bayes' rule, which elaborates how a prior normal state updates under observations. Besides, we…

Quantum Physics · Physics 2023-01-10 Huayu Liu

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

Invariant prediction [Peters et al., 2016] analyzes feature/outcome data from multiple environments to identify invariant features - those with a stable predictive relationship to the outcome. Such features support generalization to new…

Machine Learning · Statistics 2025-07-10 Luhuan Wu , Mingzhang Yin , Yixin Wang , John P. Cunningham , David M. Blei

The main object of this paper is to show how we can use classical probabilistic methods such as Maximum Entropy (ME), maximum likelihood (ML) and/or Bayesian (BAYES) approaches to do microscopic and macroscopic data fusion. Actually ME can…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

Several different uncertain inference systems (UISs) have been developed for representing uncertainty in rule-based expert systems. Some of these, such as Mycin's Certainty Factors, Prospector, and Bayes' Networks were designed as…

Artificial Intelligence · Computer Science 2013-04-15 Ben P. Wise , Max Henrion

We expand upon a natural analogy between Bayesian statistics and statistical physics in which sample size corresponds to inverse temperature. This analogy motivates the definition of two novel statistical quantities: a learning capacity and…

Statistics Theory · Mathematics 2019-06-05 Colin H. LaMont , Paul A. Wiggins

A random set is a generalisation of a random variable, i.e. a set-valued random variable. The random set theory allows a unification of other uncertainty descriptions such as interval variable, mass belief function in Dempster-Shafer theory…

Numerical Analysis · Mathematics 2018-11-27 Truong-Vinh Hoang , Hermann G. Matthies

Bayesian Inference is a powerful approach to data analysis that is based almost entirely on probability theory. In this approach, probabilities model {\it uncertainty} rather than randomness or variability. This thesis is composed of a…

Astrophysics · Physics 2008-09-08 Brendon J. Brewer

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

Computation · Statistics 2015-02-20 Michael U. Gutmann , Jukka Corander , Ritabrata Dutta , Samuel Kaski

In the Bayesian approach to probability theory, probability quantifies a degree of belief for a single trial, without any a priori connection to limiting frequencies. In this paper we show that, despite being prescribed by a fundamental…

Quantum Physics · Physics 2009-11-07 Carlton M. Caves , Christopher A. Fuchs , Ruediger Schack

In the Bayesian approach, the a priori knowledge about the input of a mathematical model is described via a probability measure. The joint distribution of the unknown input and the data is then conditioned, using Bayes' formula, giving rise…

Statistics Theory · Mathematics 2015-06-15 Sebastian J. Vollmer

In a probability-based reasoning system, Bayes' theorem and its variations are often used to revise the system's beliefs. However, if the explicit conditions and the implicit conditions of probability assignments `me properly distinguished,…

Artificial Intelligence · Computer Science 2013-03-08 Pei Wang

When an expert operates a perilous dynamic system, ideal constraint information is tacitly contained in their demonstrated trajectories and controls. The likelihood of these demonstrations can be computed, given the system dynamics and task…

Systems and Control · Electrical Eng. & Systems 2021-02-26 David L. McPherson , Kaylene C. Stocking , S. Shankar Sastry

We develop the theory and practice of an approach to modelling and probabilistic inference in causal networks that is suitable when application-specific or analysis-specific constraints should inform such inference or when little or no data…

Artificial Intelligence · Computer Science 2017-05-16 Paul Beaumont , Michael Huth

By representing the range of fair betting odds according to a pair of confidence set estimators, dual probability measures on parameter space called frequentist posteriors secure the coherence of subjective inference without any prior…

Statistics Theory · Mathematics 2012-05-02 David R. Bickel

We show that Skilling's method of induction leads to a unique general theory of inductive inference, the method of Maximum relative Entropy (ME). The main tool for updating probabilities is the logarithmic relative entropy; other entropies…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Ariel Caticha , Adom Giffin

Bounded confidence opinion dynamics model the propagation of information in social networks. However in the existing literature, opinions are only viewed as abstract quantities without semantics rather than as part of a decision-making…

Social and Information Networks · Computer Science 2015-06-17 Kush R. Varshney