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For the purpose of causal inference we employ a stochastic model of the data generating process, utilizing individual propensity probabilities for the treatment, and also individual and counterfactual prognosis probabilities for the…

Methodology · Statistics 2024-07-15 Brian Knaeble , Mehdi Hakim-Hashemi , Mark A. Abramson

We consider the problem of defining the significance of an itemset. We say that the itemset is significant if we are surprised by its frequency when compared to the frequencies of its sub-itemsets. In other words, we estimate the frequency…

Machine Learning · Computer Science 2019-04-30 Nikolaj Tatti

Decomposition analysis is a critical tool for understanding the social and spatial dimensions of segregation and diversity. In this paper, I highlight the conceptual, mathematical, and empirical distinctions between segregation and…

Methodology · Statistics 2024-02-22 Elizabeth Roberto

In the recent information-theoretic literature, the concept of extropy has been studied for order statistics. In the present communication we consider a cumulative analogue of extropy in the same vein of cumulative residual (past) entropy…

Statistics Theory · Mathematics 2020-04-28 Chanchal Kundu

Weighting methods are popular tools for estimating causal effects; assessing their robustness under unobserved confounding is important in practice. In the following paper, we introduce a new set of sensitivity models called "variance-based…

Methodology · Statistics 2023-03-14 Melody Huang , Samuel D. Pimentel

The uncertainty measurement of classifiers' predictions is especially important in applications such as medical diagnoses that need to ensure limited human resources can focus on the most uncertain predictions returned by machine learning…

Machine Learning · Computer Science 2019-07-18 Xuchao Zhang , Fanglan Chen , Chang-Tien Lu , Naren Ramakrishnan

In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such…

Statistics Theory · Mathematics 2020-03-25 Antonio Di Crescenzo , Luca Paolillo

The extropy measure, introduced by Lad, Sanfilippo, and Agro in their (2015) paper in Statistical Science, has garnered significant interest over the past years. In this study, we present a novel representation for the weighted extropy…

Statistics Theory · Mathematics 2024-03-06 Pradeep Kumar Sahu , Nitin Gupta

Dispersion is a fundamental concept in statistics, yet standard approaches - especially via stochastic orders - face limitations in the discrete setting. In particular, the classical dispersive order, well-established for continuous…

Methodology · Statistics 2025-11-11 Andreas Eberl , Bernhard Klar , Alfonso Suárez-Llorens

In this note, we study the relationship between the variational gap and the variance of the (log) likelihood ratio. We show that the gap can be upper bounded by some form of dispersion measure of the likelihood ratio, which suggests the…

Machine Learning · Computer Science 2019-06-11 Chin-Wei Huang , Aaron Courville

We introduce some new indexes to measure the departure of any multivariate continuous distribution on non-negative orthant from a given reference one such the uncorrelated exponential model, similar to the relative Fisher dispersion indexes…

Statistics Theory · Mathematics 2019-06-25 Célestin C. Kokonendji , Aboubacar Y. Touré , Amadou Sawadogo

Uniform distribution of the points has been of interest to researchers for a long time and has applications in different areas of Mathematics and Computer Science. One of the well-known measures to evaluate the uniformity of a given…

Computational Geometry · Computer Science 2020-10-21 Milad Bakhshizadeh , Ali Kamalinejad , Mina Latifi

In this paper, we introduce for the first time the notions of neutrosophic measure and neutrosophic integral, and we develop the 1995 notion of neutrosophic probability. We present many practical examples. It is possible to define the…

Artificial Intelligence · Computer Science 2013-12-02 Florentin Smarandache

We propose a new estimator to measure directed dependencies in time series. The dimensionality of data is first reduced using a new non-uniform embedding technique, where the variables are ranked according to a weighted sum of the amount of…

Methodology · Statistics 2020-12-02 Payam Shahsavari Baboukani , Carina Graversen , Emina Alickovic , Jan Østergaard

Reliable estimation of predictive uncertainty is crucial for machine learning applications, particularly in high-stakes scenarios where hedging against risks is essential. Despite its significance, there is no universal agreement on how to…

Machine Learning · Computer Science 2025-06-17 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

This paper develops an inconsistency measure on conditional probabilistic knowledge bases. The measure is based on fundamental principles for inconsistency measures and thus provides a solid theoretical framework for the treatment of…

Artificial Intelligence · Computer Science 2012-05-14 Matthias Thimm

We introduce a class of information measures based on group entropies, allowing us to describe the information-theoretical properties of complex systems. These entropic measures are nonadditive, and are mathematically deduced from a series…

Statistical Mechanics · Physics 2019-10-21 Piergiulio Tempesta , Henrik Jeldtoft Jensen

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…

Probability · Mathematics 2020-06-16 Xinjia Chen

Applying a machine learning model for decision-making in the real world requires to distinguish what the model knows from what it does not. A critical factor in assessing the knowledge of a model is to quantify its predictive uncertainty.…

Machine Learning · Computer Science 2023-11-15 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

This paper proposes a new estimation procedure for the ambiguity function of a non-stationary time series. The stochastic properties of the empirical ambiguity function calculated from a single sample in time are derived. Different…

Methodology · Statistics 2009-08-21 Heidi Hindberg , Sofia C. Olhede
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