相关论文: A frequentist framework of inductive reasoning
Predicting the future is an important component of decision making. In most situations, however, there is not enough information to make accurate predictions. In this paper, we develop a theory of causal reasoning for predictive inference…
Across the empirical sciences, few statistical procedures rival the popularity of the frequentist t-test. In contrast, the Bayesian versions of the t-test have languished in obscurity. In recent years, however, the theoretical and practical…
Inferring the effect of interventions within complex systems is a fundamental problem of statistics. A widely studied approach employs structural causal models that postulate noisy functional relations among a set of interacting variables.…
This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…
One of the most commonly used methods for forming confidence intervals for statistical inference is the empirical bootstrap, which is especially expedient when the limiting distribution of the estimator is unknown. However, despite its…
While a large body of work has scrutinized the meaning of conditional sentences, considerably less attention has been paid to formal models of their pragmatic use and interpretation. Here, we take a probabilistic approach to pragmatic…
This paper uses decision-theoretic principles to obtain new insights into the assessment and updating of probabilities. First, a new foundation of Bayesianism is given. It does not require infinite atomless uncertainties as did Savage s…
This paper provides an analysis of different formal representations of beliefs in epistemic game theory. The aim is to attempt a synthesis of different structures of beliefs in the presence of indeterminate probabilities. Special attention…
We construct a probabilistic coherence measure for information sets which determines a partial coherence ordering. This measure is applied in constructing a criterion for expanding our beliefs in the face of new information. A number of…
This paper studies a novel stochastic compartmental model that describes the dynamics of trust in society. The population is split into three compartments representing levels of trust in society: trusters, skeptics and doubters. The focus…
Statistics has made tremendous advances since the times of Fisher, Neyman, Jeffreys, and others, but the fundamental and practically relevant questions about probability and inference that puzzled our founding fathers remain unanswered. To…
Inspired by applications in sports where the skill of players or teams competing against each other varies over time, we propose a probabilistic model of pairwise-comparison outcomes that can capture a wide range of time dynamics. We…
Results of numerical procedure of constructing confidence intervals for parameter of the Poisson distribution of signal events in the presence of background events with known value of parameter of Poisson distribution are presented. It is…
Recursive Bayesian inference, in which posterior beliefs are updated in light of accumulating data, is a tool for implementing Bayesian models in applications with streaming and/or very large data sets. As the posterior of one iteration…
We develop a method to generate prediction sets with a guaranteed coverage rate that is robust to corruptions in the training data, such as missing or noisy variables. Our approach builds on conformal prediction, a powerful framework to…
Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…
Flexible Bayesian models are typically constructed using limits of large parametric models with a multitude of parameters that are often uninterpretable. In this article, we offer a novel alternative by constructing an exponentially tilted…
Between Bayesian and frequentist inference, it's commonly believed that the former is for cases where one has a prior and the latter is for cases where one has no prior. But the prior/no-prior classification isn't exhaustive, and most…
Social dilemmas have been regarded as the essence of evolution game theory, in which the prisoner's dilemma game is the most famous metaphor for the problem of cooperation. Recent findings revealed people's behavior violated the Sure Thing…
In many hypothesis testing applications, we have mixed priors, with well-motivated informative priors for some parameters but not for others. The Bayesian methodology uses the Bayes factor and is helpful for the informative priors, as it…