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We introduce a contextual quantum system comprising mutually complementary observables organized into two or more collections of pseudocontexts with the same probability sums of outcomes. These pseudocontexts constitute non-orthogonal bases…

Quantum Physics · Physics 2024-04-05 Mirko Navara , Karl Svozil

We propose a way of transforming the problem of conditional density estimation into a single nonparametric regression task via the introduction of auxiliary samples. This allows leveraging regression methods that work well in high…

Machine Learning · Statistics 2025-11-25 Alexander G. Reisach , Olivier Collier , Alex Luedtke , Antoine Chambaz

Datasets containing both categorical and continuous variables are frequently encountered in many areas, and with the rapid development of modern measurement technologies, the dimensions of these variables can be very high. Despite the…

Methodology · Statistics 2024-01-03 Binyan Jiang , Chenlei Leng , Cheng Wang , Zhongqing Yang , Xinyang Yu

This paper introduces a hierarchical framework to incorporate Hellinger distance methods into Bayesian analysis. We propose to modify a prior over non-parametric densities with the exponential of twice the Hellinger distance between a…

Methodology · Statistics 2013-09-27 Yuefeng Wu , Giles Hooker

Hidden variable graphical models can sometimes imply constraints on the observable distribution that are more complex than simple conditional independence relations. These observable constraints can falsify assumptions of the model that…

Methodology · Statistics 2026-05-12 Michael C. Sachs , Erin E. Gabriel , Robin J. Evans , Arvid Sjölander

While we would like to predict exact values, available incomplete information is rarely sufficient - usually allowing only to predict conditional probability distributions. This article discusses hierarchical correlation reconstruction…

Trading and Market Microstructure · Quantitative Finance 2019-11-07 Jarosław Duda , Robert Syrek , Henryk Gurgul

For statistical analysis of multiway contingency tables we propose modeling interaction terms in each maximal compact component of a hierarchical model. By this approach we can search for parsimonious models with smaller degrees of freedom…

Statistics Theory · Mathematics 2011-08-23 Hisayuki Hara , Tomonari Sei , Akimichi Takemura

Collected data, which is used for analysis or prediction tasks, often have a hierarchical structure, for example, data from various people performing the same task. Modeling the data's structure can improve the reliability of the derived…

Applications · Statistics 2018-11-12 Dennis Becker

A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a data set of observations of this vector. The probability distribution…

Probability · Mathematics 2016-08-24 Christian Soize , Roger Ghanem

Spatial maps of extreme precipitation are crucial in flood protection. With the aim of producing maps of precipitation return levels, we propose a novel approach to model a collection of spatially distributed time series where the…

Methodology · Statistics 2023-04-27 Federica Stolf , Antonio Canale

Boosting methods are widely used in statistical learning to deal with high-dimensional data due to their variable selection feature. However, those methods lack straightforward ways to construct estimators for the precision of the…

Methodology · Statistics 2021-06-10 Boyao Zhang , Colin Griesbach , Cora Kim , Nadia Müller-Voggel , Elisabeth Bergherr

In this work, we introduce a novel methodology for divisive hierarchical clustering. Our divisive (``top-down'') approach is motivated by the fact that agglomerative hierarchical clustering (``bottom-up''), which is commonly used for…

Methodology · Statistics 2025-10-07 Jan O. Bauer

In this paper, a regularization of Wasserstein barycenters for random measures supported on $\mathbb{R}^{d}$ is introduced via convex penalization. The existence and uniqueness of such barycenters is first proved for a large class of…

Statistics Theory · Mathematics 2019-03-20 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

We define a novel, basic, unsupervised learning problem - learning the lowest density homogeneous hyperplane separator of an unknown probability distribution. This task is relevant to several problems in machine learning, such as…

Machine Learning · Computer Science 2009-01-22 Shai Ben-David , Tyler Lu , David Pal , Miroslava Sotakova

There is a growing interest in the so-called Bayesian Predictive Inference approach, which allows to perform Bayesian inference without specifying the likelihood and prior of the model, or the need of any MCMC. Instead, only a sequence of…

Statistics Theory · Mathematics 2025-09-30 Marco Battiston , Lorenzo Cappello

We present a new transport-based approach to efficiently perform sequential Bayesian inference of static model parameters. The strategy is based on the extraction of conditional distribution from the joint distribution of parameters and…

Methodology · Statistics 2023-08-29 Paul-Baptiste Rubio , Youssef Marzouk , Matthew Parno

When analyzing real-world data it is common to work with event ensembles, which comprise sets of observations that collectively constrain the parameters of an underlying model of interest. Such models often have a hierarchical structure,…

Machine Learning · Statistics 2024-02-22 Lukas Heinrich , Siddharth Mishra-Sharma , Chris Pollard , Philipp Windischhofer

Probabilities of causation are fundamental to individual-level explanation and decision making, yet they are inherently counterfactual and not point-identifiable from data in general. Existing bounds either disregard available covariates,…

Artificial Intelligence · Computer Science 2026-02-17 Yuxuan Xie , Ang Li

When performing Bayesian inference, we frequently need to work with conditional probability densities. For example, the posterior function is the conditional density of the parameters given the data. Some might worry that conditional…

Methodology · Statistics 2026-03-31 Alex Yan , Cathal Mills , Augustin Marignier , Younjung Kim , Ben Lambert

We introduce a nonparametric prior on the conditional distribution of a (univariate or multivariate) response given a set of predictors. The prior is constructed in the form of a two-stage generative procedure, which in the first stage…

Methodology · Statistics 2017-03-16 Li Ma