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We introduce two kinds of risk measures with respect to some reference probability measure, which both allow for a certain order structure and domination property. Analyzing their relation to each other leads to the question when a certain…

Risk Management · Quantitative Finance 2022-04-15 Christa Cuchiero , Guido Gazzani , Irene Klein

Bayesian models of cognition hypothesize that human brains make sense of data by representing probability distributions and applying Bayes' rule to find the best explanation for available data. Understanding the neural mechanisms underlying…

Neural and Evolutionary Computing · Computer Science 2021-07-02 Milad Kharratzadeh , Thomas R. Shultz

A rigorous general definition of quantum probability is given, which is valid for elementary events and for composite events, for operationally testable measurements as well as for inconclusive measurements, and also for non-commuting…

Quantum Physics · Physics 2016-01-12 V. I. Yukalov , D. Sornette

Is it possible to make statistical inference broadly accessible to non-statisticians without sacrificing mathematical rigor or inference quality? This paper describes BayesDB, a probabilistic programming platform that aims to enable users…

Artificial Intelligence · Computer Science 2015-12-17 Vikash Mansinghka , Richard Tibbetts , Jay Baxter , Pat Shafto , Baxter Eaves

We introduce a probabilistic robustness measure for Bayesian Neural Networks (BNNs), defined as the probability that, given a test point, there exists a point within a bounded set such that the BNN prediction differs between the two. Such a…

Machine Learning · Computer Science 2019-03-06 Luca Cardelli , Marta Kwiatkowska , Luca Laurenti , Nicola Paoletti , Andrea Patane , Matthew Wicker

We examine the complexity of inference in Bayesian networks specified by logical languages. We consider representations that range from fragments of propositional logic to function-free first-order logic with equality; in doing so we cover…

Artificial Intelligence · Computer Science 2017-01-09 Fabio Gagliardi Cozman , Denis Deratani Mauá

In recent times, neural networks have become a powerful tool for the analysis of complex and abstract data models. However, their introduction intrinsically increases our uncertainty about which features of the analysis are model-related…

Machine Learning · Statistics 2020-11-09 Tom Charnock , Laurence Perreault-Levasseur , François Lanusse

Classifiers based on probabilistic graphical models are very effective. In continuous domains, maximum likelihood is usually used to assess the predictions of those classifiers. When data is scarce, this can easily lead to overfitting. In…

Machine Learning · Computer Science 2013-08-29 Victor Bellon , Jesus Cerquides , Ivo Grosse

There has been an ever-increasing interest in multidisciplinary research on representing and reasoning with imperfect data. Possibilistic networks present one of the powerful frameworks of interest for representing uncertain and imprecise…

Artificial Intelligence · Computer Science 2016-07-14 Maroua Haddad , Philippe Leray , Nahla Ben Amor

Pimentel et al. (2020) recently analysed probing from an information-theoretic perspective. They argue that probing should be seen as approximating a mutual information. This led to the rather unintuitive conclusion that representations…

Computation and Language · Computer Science 2021-09-10 Tiago Pimentel , Ryan Cotterell

This paper presents an investigation on the structure of conditional events and on the probability measures which arise naturally in this context. In particular we introduce a construction which defines a (finite) {\em Boolean algebra of…

Logic · Mathematics 2020-06-11 Tommaso Flaminio , Lluis Godo , Hykel Hosni

We axiomatically introduce risk-consistent conditional systemic risk measures defined on multidimensional risks. This class consists of those conditional systemic risk measures which can be decomposed into a state-wise conditional…

Risk Management · Quantitative Finance 2016-09-27 Hannes Hoffmann , Thilo Meyer-Brandis , Gregor Svindland

A quantum probability measure is a function on a sigma-algebra of subsets of a (locally compact and Hausdorff) sample space that satisfies the formal requirements for a measure, but whose values are positive operators acting on a complex…

Probability · Mathematics 2015-06-03 Douglas Farenick , Michael J. Kozdron

We describe the interface between measure theoretic probability and causal inference by constructing causal models on probability spaces within the potential outcomes framework. We find that measure theory provides a precise and instructive…

Statistics Theory · Mathematics 2019-07-04 Irineo Cabreros , John D. Storey

Possibilistic logic has been proposed as a numerical formalism for reasoning with uncertainty. There has been interest in developing qualitative accounts of possibility, as well as an explanation of the relationship between possibility and…

Artificial Intelligence · Computer Science 2013-03-25 Craig Boutilier

We show on theoretical grounds that, even in the presence of noise, probabilistic measurement strategies (which have a certain probability of failure or abstention) can provide, upon a heralded successful outcome, estimates with a precision…

Quantum Physics · Physics 2016-10-27 J. Calsamiglia , B. Gendra , R. Munoz-Tapia , E. Bagan

In statistical practice, a realistic Bayesian model for a given data set can be defined by a likelihood function that is analytically or computationally intractable, due to large data sample size, high parameter dimensionality, or complex…

Methodology · Statistics 2019-03-19 George Karabatsos , Fabrizio Leisen

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 present a methodology for representing probabilistic relationships in a general-equilibrium economic model. Specifically, we define a precise mapping from a Bayesian network with binary nodes to a market price system where consumers and…

Computer Science and Game Theory · Computer Science 2013-02-18 David M. Pennock , Michael P. Wellman

Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes…

Machine Learning · Statistics 2023-04-20 Thomas Mortier , Viktor Bengs , Eyke Hüllermeier , Stijn Luca , Willem Waegeman
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