Related papers: A Note on Inferential Decisions, Errors and Path-D…
When interpreting A/B tests, we typically focus only on the statistically significant results and take them by face value. This practice, termed post-selection inference in the statistical literature, may negatively affect both point…
An integro-differential equation of hyperbolic type, with mixed boundary conditions, is considered. A continuous space-time finite element method of degree one is formulated. A posteriori error representations based on space-time cells is…
In clinical trials, inferences on clinical outcomes are often made conditional on specific selective processes. For instance, only when a treatment demonstrates a significant effect on the primary outcome, further analysis is conducted to…
Two of the most studied extensions of trace and testing equivalences to nondeterministic and probabilistic processes induce distinctions that have been questioned and lack properties that are desirable. Probabilistic trace-distribution…
We study the adversarial binary hypothesis testing problem in the sequential setting. Associated with each hypothesis is a closed, convex set of distributions. Given the hypothesis, each observation is generated according to a distribution…
Attempts to replicate probabilistic reasoning in expert systems have typically overlooked a critical ingredient of that process. Probabilistic analysis typically requires extensive judgments regarding interdependencies among hypotheses and…
Inverse problems use physical measurements along with a computational model to estimate the parameters or state of a system of interest. Errors in measurements and uncertainties in the computational model lead to inaccurate estimates. This…
Causal inference on multiple non-independent outcomes raises serious challenges, because multivariate techniques that properly account for the outcome's dependence structure need to be considered. We focus on the case of binary outcomes…
In this work, we consider a binary hypothesis testing problem involving a group of human decision-makers. Due to the nature of human behavior, each human decision-maker observes the phenomenon of interest sequentially up to a random length…
This paper studies implications of the consistency conditions among prior, posteriors, and information sets on introspective properties of qualitative belief induced from information sets. The main result reformulates the consistency…
The paper considers the problem of multi-objective decision support when outcomes are uncertain. We extend the concept of Pareto-efficient decisions to take into account the uncertainty of decision outcomes across varying contexts. This…
The problem of inferring the binomial parameter p from x successes obtained in n trials is reviewed and extended to take into account the presence of background, that can affect the data in two ways: a) fake successes are due to a…
This paper investigates the error probability of a stochastic decision and the way in which it differs from the error probability of an optimal decision, i.e., the maximum a posteriori decision. This paper calls attention to the fact that…
Using theoretical and numerical results, we document the accuracy of commonly applied variational Bayes methods across a range of state space models. The results demonstrate that, in terms of accuracy on fixed parameters, there is a clear…
We discuss the construction of component importance measures for binary coherent reliability systems from known stochastic dependence measures by measuring the dependence between system and component failures. We treat both the…
Conformal testing is a way of testing the IID assumption based on conformal prediction. The topic of this note is computational evaluation of the performance of conformal testing in a model situation in which IID binary observations…
Two families of dependence measures between random variables are introduced. They are based on the R\'enyi divergence of order $\alpha$ and the relative $\alpha$-entropy, respectively, and both dependence measures reduce to Shannon's mutual…
One of the most fundamental problems in causal inference is the estimation of a causal effect when variables are confounded. This is difficult in an observational study, because one has no direct evidence that all confounders have been…
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 was equal or lay close to a specified value, which may, for…
This paper provides a statistical method to test whether a system that performs a binary sequential hypothesis test is optimal in the sense of minimizing the average decision times while taking decisions with given reliabilities. The…