Related papers: The E-measure
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.…
We propose some axioms for hierarchical clustering of probability measures and investigate their ramifications. The basic idea is to let the user stipulate the clusters for some elementary measures. This is done without the need of any…
The notion of an e-value has been recently proposed as a possible alternative to critical regions and p-values in statistical hypothesis testing. In this paper we consider testing the nonparametric hypothesis of symmetry, introduce…
Information-theoretic (IT) measures are ubiquitous in artificial intelligence: entropy drives decision-tree splits and uncertainty quantification, cross-entropy is the default classification loss, mutual information underpins representation…
Classical statistical methods have theoretical justification when the sample size is predetermined. In applications, however, it's often the case that sample sizes are data-dependent rather than predetermined. The aforementioned methods…
Probability forecasts for binary events play a central role in many applications. Their quality is commonly assessed with proper scoring rules, which assign forecasts a numerical score such that a correct forecast achieves a minimal…
In this paper we use e-values in the context of multiple hypothesis testing assuming that the base tests produce independent, or sequential, e-values. Our simulation and empirical studies and theoretical considerations suggest that, under…
Measurements play a crucial role in doing physics: Their results provide the basis on which we adopt or reject physical theories. In this note, we examine the effect of subjecting measurements themselves to our experience. We require that…
In the modern Bayesian view classical probability theory is simply an extension of conventional logic, i.e., a quantitative tool that allows for consistent reasoning in the presence of uncertainty. Classical theory presupposes, however,…
We associate to every entanglement measure a family of measures which depend on a precision parameter, and which we call epsilon-measures of entanglement. Their definition aims at addressing a realistic scenario in which we need to estimate…
Theory of quantum measurements is often classified as decision theory. An event in decision theory corresponds to the measurement of an observable. This analogy looks clear for operationally testable simple events. However, the situation is…
There are two distinct definitions of 'P-value' for evaluating a proposed hypothesis or model for the process generating an observed dataset. The original definition starts with a measure of the divergence of the dataset from what was…
Quantum measurements can be incompatible, i.e., they can fail to be jointly measurable. Recently, a weaker notion of joint-measurability, called partial joint-measurability, was proposed by Masini et al. in [Quantum 8, 1574 (2024)]. In this…
There has not been an established mathematical measure of evidence. Some Bayesians have argued that probability can be an objectively correct measure of ``rational degrees of belief,'' which we do not distinguish from evidence. However,…
A new constructivist approach to modeling in economics and theory of consciousness is proposed. The state of elementary object is defined as a set of its measurable consumer properties. A proprietor's refusal or consent for the offered…
Measurement involves the determination of quantitative estimates of physical quantities from experiment, along with estimates of their associated uncertainties. Herewith an experimental system model is the key to extracting information from…
This paper is an attempt to set a justification for making use of some dicrepancy indexes, starting from the classical Maximum Likelihood definition, and adapting the corresponding basic principle of inference to situations where…
Statistical analysis is used throughout biomedical research and elsewhere to assess strength of evidence. We have previously argued that typical outcome statistics (including p-values and maximum likelihood ratios) have poor…
Many real-world classification problems are significantly class-imbalanced to detriment of the class of interest. The standard set of proper evaluation metrics is well-known but the usual assumption is that the test dataset imbalance equals…
With a new proof approach we prove in a more general setting the classical convergence theorem that almost everywhere convergence of measurable functions on a finite measure space implies convergence in measure. Specifically, we generalize…