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Score matching is an estimation procedure that has been developed for statistical models whose probability density function is known up to proportionality but whose normalizing constant is intractable, so that maximum likelihood is…

Methodology · Statistics 2024-04-23 Jiazhen Xu , Janice L. Scealy , Andrew T. A. Wood , Tao Zou

Conformal prediction is a statistically rigorous method for quantifying uncertainty in models by having them output sets of predictions, with larger sets indicating more uncertainty. However, prediction sets are not inherently actionable;…

Machine Learning · Computer Science 2025-02-17 Jesse C. Cresswell , Bhargava Kumar , Yi Sui , Mouloud Belbahri

When providing probabilistic forecasts for uncertain future events, it is common to strive for calibrated forecasts, that is, the predictive distribution should be compatible with the observed outcomes. Several notions of calibration are…

Methodology · Statistics 2015-05-21 Christof Strähl , Johanna F. Ziegel

Predicting when an individual will adopt a new behavior is an important problem in application domains such as marketing and public health. This paper examines the perfor- mance of a wide variety of social network based measurements…

Social and Information Networks · Computer Science 2016-07-26 Nikhil Kumar , Ruocheng Guo , Ashkan Aleali , Paulo Shakarian

Spurious association arises from covariance between propensity for the treatment and individual risk for the outcome. For sensitivity analysis with stochastic counterfactuals we introduce a methodology to characterize uncertainty in causal…

Methodology · Statistics 2021-03-11 Brian Knaeble , Braxton Osting , Placede Tshiaba

Intelligent systems are increasingly integral to our daily lives, yet rare safety-critical events present significant latent threats to their practical deployment. Addressing this challenge hinges on accurately predicting the probability of…

Machine Learning · Computer Science 2024-04-08 Ruoxuan Bai , Jingxuan Yang , Weiduo Gong , Yi Zhang , Qiujing Lu , Shuo Feng

The underlying idea behind the construction of indices of economic inequality is based on measuring deviations of various portions of low incomes from certain references or benchmarks, that could be point measures like population mean or…

Methodology · Statistics 2015-08-04 Francesca Greselin , Ricardas Zitikis

Contemporary scientific research is a distributed, collaborative endeavor, carried out by teams of researchers, regulatory institutions, funding agencies, commercial partners, and scientific bodies, all interacting with each other and…

Methodology · Statistics 2024-02-09 Stephen Bates , Michael I. Jordan , Michael Sklar , Jake A. Soloff

Subjective probability is based on the intuitive idea that probability quantifies the degree of belief that an event will occur. A probability theory based on this idea represents the most general framework for handling uncertainty. A brief…

Data Analysis, Statistics and Probability · Physics 2009-10-31 G. D'Agostini

In order to evaluate the quality of the scientific research, we introduce a new family of scientific performance measures, called Scientific Research Measures (SRM). Our proposal originates from the more recent developments in the theory of…

Risk Management · Quantitative Finance 2012-05-07 Marco Frittelli , Ilaria Peri

We report an inconsistency found in probability theory (also referred to as measure-theoretic probability). For probability measures induced by real-valued random variables, we deduce an "equality" such that one side of the "equality" is a…

General Mathematics · Mathematics 2017-03-01 Guang-Liang Li , Victor O. K. Li

Predictability is an emerging metric that quantifies the highest possible prediction accuracy for a given time series, being widely utilized in assessing known prediction algorithms and characterizing intrinsic regularities in human…

Information Theory · Computer Science 2023-03-29 En Xu , Tao Zhou , Zhiwen Yu , Zhuo Sun , Bin Guo

Commonly used evaluation measures including Recall, Precision, F-Measure and Rand Accuracy are biased and should not be used without clear understanding of the biases, and corresponding identification of chance or base case levels of the…

Machine Learning · Computer Science 2020-11-02 David M. W. Powers

We present a novel methodology for predicting future outcomes that uses small numbers of individuals participating in an imperfect information market. By determining their risk attitudes and performing a nonlinear aggregation of their…

Statistical Mechanics · Physics 2008-12-02 Kay-Yut Chen , Leslie R. Fine , Bernardo A. Huberman

Belief functions are a powerful and popular framework for the mathematical characterisation of uncertainty, in particular in situations in which lack of data renders learning a probability distribution for the problem impractical. The first…

Statistics Theory · Mathematics 2026-05-11 Fabio Cuzzolin

Measuring science is based on comparing articles to similar others. However, keyword-based groups of thematically similar articles are dominantly small. These small sizes keep the statistical errors of comparisons high. With the growing…

Digital Libraries · Computer Science 2014-11-13 Adam Szanto-Varnagy , Peter Pollner , Tamas Vicsek , Illes J. Farkas

Assessment of replicability is critical to ensure the quality and rigor of scientific research. In this paper, we discuss inference and modeling principles for replicability assessment. Targeting distinct application scenarios, we propose…

Methodology · Statistics 2021-05-11 Yi Zhao , Xiaoquan Wen

There are different approaches to qualitative probability, which includes subjective probability. We developed a representation of qualitative probability based on relational systems, which allows modeling uncertainty by probability…

Probability · Mathematics 2017-03-01 Mark Burgin

Comparing the top $k$ elements between two or more ranked results is a common task in many contexts and settings. A few measures have been proposed to compare top $k$ lists with attractive mathematical properties, but they face a number of…

Information Theory · Computer Science 2013-10-02 Arun Konagurthu , James Collier

Ordered response scales are ubiquitous in economics, but their interpretation rests on an untested assumption: that numerical labels reflect equal psychological intervals. The contribution of this paper is to provide a systematic assessment…

General Economics · Economics 2025-09-03 Caspar Kaiser , Anthony Lepinteur