Related papers: Subjective inference
A flexible representation of uncertainty that remains within the standard framework of probabilistic measure theory is presented along with a study of its properties. This representation relies on a specific type of outer measure that is…
Over the past two decades, several consistent procedures have been designed to infer causal conclusions from observational data. We prove that if the true causal network might be an arbitrary, linear Gaussian network or a discrete Bayes…
Artificial intelligence (AI) and machine learning (ML) are increasingly used to generate data for downstream analyses, yet naively treating these predictions as true observations can lead to biased results and incorrect inference. Wang et…
Total probability and Bayes formula are two basic tools for using prior information in the Bayesian statistics. In this paper we introduce an alternative tool for using prior information. This new toold enables us to improve some…
Bayesian persuasion, a central model in information design, studies how a sender, who privately observes a state drawn from a prior distribution, strategically sends a signal to influence a receiver's action. A key assumption is that both…
We give a concentration inequality based on the premise that random variables take values within a particular region. The concentration inequality guarantees that, for any sequence of correlated random variables, the difference between the…
I propose a normative updating rule, extended Bayesianism, for the incorporation of probabilistic information arising from the process of becoming more aware. Extended Bayesianism generalizes standard Bayesian updating to allow the…
Expectation is a central notion in probability theory. The notion of expectation also makes sense for other notions of uncertainty. We introduce a propositional logic for reasoning about expectation, where the semantics depends on the…
The notion of confidence distributions is applied to inference about the parameter in a simple autoregressive model, allowing the parameter to take the value one. This makes it possible to compare to asymptotic approximations in both the…
Nonprobability (convenience) samples are increasingly sought to stabilize estimations for one or more population variables of interest that are performed using a randomized survey (reference) sample by increasing the effective sample size.…
We present a general framework for Bayesian inference of causal effects that delivers provably robust inferences founded on design-based randomization of treatments. The framework involves fixing the observed potential outcomes and forming…
A central concept in active inference is that the internal states of a physical system parametrise probability measures over states of the external world. These can be seen as an agent's beliefs, expressed as a Bayesian prior or posterior.…
In this paper the Bayesian analysis is applied to assign a probability density to the value of a quantity having a definite sign. This analysis is logically consistent with the results, positive or negative, of repeated measurements.…
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…
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…
Causal inference is often portrayed as fundamentally distinct from predictive modeling, with its own terminology, goals, and intellectual challenges. But at its core, causal inference is simply a structured instance of prediction under…
We define a new class of Bayesian point estimators, which we refer to as risk averse. Using this definition, we formulate axioms that provide natural requirements for inference, e.g. in a scientific setting, and show that for well-behaved…
The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal…
This article extends the hypotheses assessment method to the case with two competing simple hypotheses. In doing so we further clarify the benefits that hypotheses assessments can bring to classical statistical analyses. Given that…
There are multiple proposed interpretations of probability theory: one such interpretation is true-false logic under uncertainty. Cox's Theorem is a representation theorem that states, under a certain set of axioms describing the meaning of…