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Proper quantification of predictive uncertainty is essential for the use of machine learning in safety-critical applications. Various uncertainty measures have been proposed for this purpose, typically claiming superiority over other…

Machine Learning · Computer Science 2025-12-16 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

We characterize those ex-ante restrictions on the random utility model which lead to identification. We first identify a simple class of perturbations which transfer mass from a suitable pair of preferences to the pair formed by swapping…

Theoretical Economics · Economics 2024-08-14 Peter P. Caradonna , Christopher Turansick

This work introduces a family of univariate constrained mixtures of generalized normal distributions (CMGND) where the location, scale, and shape parameters can be constrained to be equal across any subset of mixture components. An…

Methodology · Statistics 2025-06-05 Pierdomenico Duttilo , Stefano Antonio Gattone , Alfred Kume

Predictive inference requires balancing statistical accuracy against informational complexity, yet the choice of complexity measure is usually imposed rather than derived. We treat econometric objects as predictive rules, mappings from…

Statistics Theory · Mathematics 2026-02-16 Nicholas G. Polson , Daniel Zantedeschi

Suppose (standardized) measurements or statistics are monitored to raise an alarm when a threshold is exceeded. Often, the underlying population is heterogenous with respect to important discrete variables and thus samples may consist of…

Statistics Theory · Mathematics 2025-10-10 Ansgar Steland

We address the problem of producing a lower bound for the mean of a discrete probability distribution, with known support over a finite set of real numbers, from an iid sample of that distribution. Up to a constant, this is equivalent to…

Statistics Theory · Mathematics 2025-02-25 Erik Learned-Miller

One of the major challenges for collective intelligence is inconsistency, which is unavoidable whenever subjective assessments are involved. Pairwise comparisons allow one to represent such subjective assessments and to process them by…

Artificial Intelligence · Computer Science 2015-08-06 J. Fueloep , W. W. Koczkodaj , S. J. Szarek

In this study, we provide mathematical and practice-driven justification for using $[0,1]$ normalization of inconsistency indicators in pairwise comparisons. The need for normalization, as well as problems with the lack of normalization,…

Discrete Mathematics · Computer Science 2017-02-28 W. W. Koczkodaj , J. -P. Magnot , J. Mazurek , J. F. Peters , H. Rakhshani , M. Soltys , D. Strzałka , J. Szybowski , A. Tozzi

In problems involving the allocation of a single non-disposable commodity, we study rules defined on a general domain of preferences requiring only that each preference exhibit a unique global maximum. Our focus is on rules that satisfy a…

Theoretical Economics · Economics 2025-12-18 R. Pablo Arribillaga , Agustin G. Bonifacio

Traditional Item Response Theory models assume the distribution of the abilities of the population in study to be Gaussian. However, this may not always be a reasonable assumption, which motivates the development of more general models.…

Applications · Statistics 2017-12-20 Flávio B. Gonçalves , Bárbara C. C. Dias , Tufi M. Soares

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

Statistical Mechanics · Physics 2015-05-14 Attilio L. Stella , Fulvio Baldovin

Within an industrial manufacturing process, tolerancing is a key player. The dimensions uncertainties management starts during the design phase, with an assessment on variability of parts not yet produced. For one assembly step, we can gain…

Applications · Statistics 2019-12-20 Ambre Diet , Nicolas Couellan , Xavier Gendre , Julien Martin

Foundation models are trained on broad data distributions, yielding generalist capabilities that enable many downstream applications but also expand the space of potential misuse and failures. This position paper argues that capability…

Machine Learning · Computer Science 2026-02-06 Shoaib Ahmed Siddiqui , Eleni Triantafillou , David Krueger , Adrian Weller

We axiomatically define a cardinal social inefficiency function, which, given a set of alternatives and individuals' vNM preferences over the alternatives, assigns a unique number -- the social inefficiency -- to each alternative. These…

Theoretical Economics · Economics 2026-02-10 Yannai A. Gonczarowski , Ella Segev

Observed clusters should be modelled by considering the distribution function to be a random variable that quantifies the degree of excitation of the system's normal modes. A system of canonical coordinates for the space of DFs is…

Astrophysics of Galaxies · Physics 2021-08-11 Jun Yan Lau , James Binney

This study presents an abelian group approach to analyzing inconsistency in pairwise comparisons. However, it wrongly assumes that an inconsistency indicator can take values in any abelian linearly ordered group. The followup publication…

Discrete Mathematics · Computer Science 2017-12-27 W. W. Koczkodaj , J. Szybowski , E. Wajch

Detection limits (DLs), where a variable is unable to be measured outside of a certain range, are common in research. Most approaches to handle DLs in the response variable implicitly make parametric assumptions on the distribution of data…

Methodology · Statistics 2022-07-07 Yuqi Tian , Chun Li , Shengxin Tu , Nathan T. James , Frank E. Harrell , Bryan E. Shepherd

Thanks to its favorable properties, the multivariate normal distribution is still largely employed for modeling phenomena in various scientific fields. However, when the number of components $p$ is of the same asymptotic order as the sample…

Statistics Theory · Mathematics 2022-11-17 Caizhu Huang , Claudia Di Caterina , Nicola Sartori

Within the machine learning community, the widely-used uniform convergence framework has been used to answer the question of how complex, over-parameterized models can generalize well to new data. This approach bounds the test error of the…

Machine Learning · Statistics 2021-03-05 Ryan Theisen , Jason M. Klusowski , Michael W. Mahoney

An effective medium approach similar to the coherent potential approximation (CPA) in the theory of disordered alloys and to the DMFT has been extended to the renormalization group equations in the local potential approximation (LPA).…

Statistical Mechanics · Physics 2019-10-14 V. I. Tokar