Related papers: The Improbability Scale
Public-use survey data are an important source of information for researchers in social science and health studies to build statistical models and make inferences on the target finite population. This paper presents two general inferential…
Every observation may follow a distribution that is randomly selected in a class of distributions. It is called the distribution uncertainty. This is a fact acknowledged in some research fields such as financial risk measure. Thus, the…
In this paper, we address the probabilistic error quantification of a general class of prediction methods. We consider a given prediction model and show how to obtain, through a sample-based approach, a probabilistic upper bound on the…
Plausibility measures are structures for reasoning in the face of uncertainty that generalize probabilities, unifying them with weaker structures like possibility measures and comparative probability relations. So far, the theory of…
A theoretical analysis of the earthquake prediction problem in space-time is presented. We find an explicit structure of the optimal strategy and its relation to the generalized error diagram. This study is a generalization of the…
Prediction algorithms assign numbers to individuals that are popularly understood as individual "probabilities" -- what is the probability of 5-year survival after cancer diagnosis? -- and which increasingly form the basis for life-altering…
We consider basic conceptual questions concerning the relationship between statistical estimation and causal inference. Firstly, we show how to translate causal inference problems into an abstract statistical formalism without requiring any…
Statistical significance measures the reliability of a result obtained from a random experiment. We investigate the number of repetitions needed for a statistical result to have a certain significance. In the first step, we consider…
The form and justification of inductive inference rules depend strongly on the representation of uncertainty. This paper examines one generic representation, namely, incomplete information. The notion can be formalized by presuming that the…
These lectures introduce key concepts in probability and statistical inference at a level suitable for graduate students in particle physics. Our goal is to paint as vivid a picture as possible of the concepts covered.
The ideas of aleatoric and epistemic uncertainty are widely used to reason about the probabilistic predictions of machine-learning models. We identify incoherence in existing discussions of these ideas and suggest this stems from the…
It is part of our daily social-media experience that seemingly ordinary items (videos, news, publications, etc.) unexpectedly gain an enormous amount of attention. Here we investigate how unexpected these events are. We propose a method…
Probabilistic models require the notion of event space for defining a probability measure. An event space has a probability measure which ensues the Kolmogorov axioms. However, the probabilities observed from distinct sources, such as that…
Ratios of universal enumerable semimeasures corresponding to hypotheses are investigated as a solution for statistical composite hypotheses testing if an unbounded amount of computation time can be assumed. Influence testing for discrete…
Three statistical studies, all published between 2004 and 2008 but without referring to one another, assert a useful equivalence involving the hazard ratio, a parameter estimated for time to event data by the frequently used proportional…
Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their…
Several authors have explained that the likelihood ratio measures the strength of the evidence represented by observations in statistical problems. This idea works fine when the goal is to evaluate the strength of the available evidence for…
In most circumstances, probability sampling is the only way to ensure unbiased inference about population quantities where a complete census is not possible. As we enter the era of 'big data', however, nonprobability samples, whose sampling…
This paper introduces a qualitative measure of ambiguity and analyses its relationship with other measures of uncertainty. Probability measures relative likelihoods, while ambiguity measures vagueness surrounding those judgments. Ambiguity…
This paper examines a commonly used measure of persuasion whose precise interpretation has been obscure in the literature. By using the potential outcome framework, we define the causal persuasion rate by a proper conditional probability of…