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We propose a novel computationally low-cost method for estimating a general predictive measure of generalised Bayesian inference. The proposed method utilises posterior covariance and provides estimators of the Gibbs and the plugin…

Methodology · Statistics 2025-01-14 Yukito Iba , Keisuke Yano

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

A common concern with Bayesian methodology in scientific contexts is that inferences can be heavily influenced by subjective biases. As presented here, there are two types of bias for some quantity of interest: bias against and bias in…

Statistics Theory · Mathematics 2019-03-06 Michael Evans , Yang Guo

Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…

Machine Learning · Statistics 2017-09-12 Giri Gopalan

Mutual information is widely used, in a descriptive way, to measure the stochastic dependence of categorical random variables. In order to address questions such as the reliability of the descriptive value, one must consider…

Machine Learning · Computer Science 2007-07-13 Marcus Hutter , Marco Zaffalon

It has been observed people tend to have opinions that are far more internally consistent than it would be reasonable to expect. Here, we study how that observation might emerge from changing how agents trust the opinions of their peers in…

Physics and Society · Physics 2020-07-15 Marcelo V. Maciel , André C. R. Martins

Inverse analysis, such as model calibration, often suffers from a lack of informative data in complex real-world scenarios. The standard remedy, designing new experimental setups, is often costly and time-consuming, while readily available…

Computational Engineering, Finance, and Science · Computer Science 2026-01-16 Lea J. Haeusel , Jonas Nitzler , Lea J. Köglmeier , Wolfgang A. Wall

We propose a method for an agent to revise its incomplete probabilistic beliefs when a new piece of propositional information is observed. In this work, an agent's beliefs are represented by a set of probabilistic formulae -- a belief base.…

Artificial Intelligence · Computer Science 2016-04-08 Gavin Rens , Thomas Meyer , Giovanni Casini

This paper develops a theory of learning under ambiguity induced by the decision maker's beliefs about the collection of data correlated with the true state of the world. Within our framework, two classical results on Bayesian learning…

Theoretical Economics · Economics 2026-02-10 Cheaheon Lim

With the advent of high-performance computing, Bayesian methods are increasingly popular tools for the quantification of uncertainty throughout science and industry. Since these methods impact the making of sometimes critical decisions in…

Statistics Theory · Mathematics 2016-05-20 Houman Owhadi , Clint Scovel , Tim Sullivan

Interim analyses are vital in clinical trials for early decision-making. While frequentist implications are well-established, the consequences of repeated Bayesian interim monitoring for efficacy, specifically regarding multiplicity, remain…

Methodology · Statistics 2025-12-30 Suyu Liu , Beibei Guo , Laura Thompson , Lei Nie , Ying Yuan

We investigate the dynamics of the update of subjective homicide victimization risk after an informational shock by developing two econometric models able to accommodate both optimal decisions of changing prior expectations which enable us…

Econometrics · Economics 2023-12-14 José Raimundo Carvalho , Diego de Maria André , Yuri Costa

We consider Bayesian model selection in generalized linear models that are high-dimensional, with the number of covariates p being large relative to the sample size n, but sparse in that the number of active covariates is small compared to…

Statistics Theory · Mathematics 2011-12-26 Rina Foygel , Mathias Drton

We present a semantics for adding uncertainty to conditional logics for default reasoning and belief revision. We are able to treat conditional sentences as statements of conditional probability, and express rules for revision such as "If A…

Artificial Intelligence · Computer Science 2013-03-08 Craig Boutilier

An updating rule specifies how an agent reacts to information. An updating rule is Blackwell monotone if more information is always better for an agent in a decision problem and strictly Blackwell monotone if, in addition, there is always a…

Theoretical Economics · Economics 2026-04-17 Mark Whitmeyer

Discussions of political disagreement emphasize two patterns: polarization, where beliefs diverge toward opposite extremes on each issue dimension; and issue alignment, where individuals' views across issues become more internally…

Theoretical Economics · Economics 2026-03-10 Tuval Danenberg

We describe a Bayesian formalism for analyzing individual gravitational-wave events in light of the rest of an observed population. This analysis reveals how the idea of a "population-informed prior" arises naturally from a suitable…

General Relativity and Quantum Cosmology · Physics 2021-11-11 Christopher J. Moore , Davide Gerosa

There is an obvious need for improving the performance and accuracy of a Bayesian network as new data is observed. Because of errors in model construction and changes in the dynamics of the domains, we cannot afford to ignore the…

Artificial Intelligence · Computer Science 2013-02-08 Nir Friedman , Moises Goldszmidt

We give a probabilistic analysis of inductive knowledge and belief and explore its predictions concerning knowledge about the future, about laws of nature, and about the values of inexactly measured quantities. The analysis combines a…

Logic in Computer Science · Computer Science 2021-06-23 Jeremy Goodman , Bernhard Salow

Identifying leading measurement units from a large collection is a common inference task in various domains of large-scale inference. Testing approaches, which measure evidence against a null hypothesis rather than effect magnitude, tend to…

Methodology · Statistics 2020-11-17 Nicholas C. Henderson , Michael A. Newton
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