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We introduce an epistemic information measure between two data streams, that we term $influence$. Closely related to transfer entropy, the measure must be estimated by epistemic agents with finite memory resources via sampling accessible…

In statistical practice, whether a Bayesian or frequentist approach is used in inference depends not only on the availability of prior information but also on the attitude taken toward partial prior information, with frequentists tending to…

统计理论 · 数学 2012-05-02 David R. Bickel

Modern statistical software and machine learning libraries are enabling semi-automated statistical inference. Within this context, it appears easier and easier to try and fit many models to the data at hand, reversing thereby the Fisherian…

统计方法学 · 统计学 2020-09-28 Pierre-Alexandre Mattei

A collaborative distributed binary decision problem is considered. Two statisticians are required to declare the correct probability measure of two jointly distributed memoryless process, denoted by $X^n=(X_1,\dots,X_n)$ and…

信息论 · 计算机科学 2016-04-11 Gil Katz , Pablo Piantanida , Merouane Debbah

This introduction to Bayesian statistics presents the main concepts as well as the principal reasons advocated in favour of a Bayesian modelling. We cover the various approaches to prior determination as well as the basis asymptotic…

统计方法学 · 统计学 2010-02-09 Christian P. Robert , Judith Rousseau

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…

统计方法学 · 统计学 2024-02-09 Stephen Bates , Michael I. Jordan , Michael Sklar , Jake A. Soloff

The problem of assigning probabilities when little is known is analized in the case where the quanities of interest are physical observables, i.e. can be measured and their values expressed by numbers. It is pointed out that the assignment…

数据分析、统计与概率 · 物理学 2012-08-29 Vesselin I. Dimitrov

We report our ongoing work about a new deep architecture working in tandem with a statistical test procedure for jointly training texts and their label descriptions for multi-label and multi-class classification tasks. A statistical…

计算与语言 · 计算机科学 2019-06-18 Ahmad Aghaebrahimian , Mark Cieliebak

The concepts of variability and uncertainty, both epistemic and alleatory, came from experience and coexist with different connotations. Therefore this article attempts to express their relation by analytic means firstly setting sights on…

其他统计学 · 统计学 2013-01-15 Kalman Ziha

A standard practice in statistical hypothesis testing is to mention the p-value alongside the accept/reject decision. We show the advantages of mentioning an e-value instead. With p-values, it is not clear how to use an extreme observation…

统计方法学 · 统计学 2024-04-04 Peter Grünwald

Percentiles and more generally, quantiles are commonly used in various contexts to summarize data. For most distributions, there is exactly one quantile that is unbiased. For distributions like the Gaussian that have the same mean and…

统计方法学 · 统计学 2022-01-11 Rohit Pandey

Bayesian statistics emphasizes the importance of prior distributions, yet finding an appropriate one is practically challenging. When multiple sample results are taken regarding the frequency of the same event, these samples may be…

统计方法学 · 统计学 2024-11-27 Yu-Fu Shen

We propose a novel definition of selection bias in analytic epidemiology using potential outcomes. This definition captures selection bias under both the structural approach (where conditioning on selection into the study opens a noncausal…

统计方法学 · 统计学 2023-10-24 Eben Kenah

We use the exact finite sample likelihood and statistical decision theory to answer questions of ``why?'' and ``what should you have done?'' using data from randomized experiments and a utility function that prioritizes safety over…

计量经济学 · 经济学 2024-07-26 Neil Christy , A. E. Kowalski

It is well understood that Bayesian decision theory and average case analysis are essentially identical. However, if one is interested in performing uncertainty quantification for a numerical task, it can be argued that standard approaches…

统计方法学 · 统计学 2020-07-16 Chris. J. Oates , Jon Cockayne , Dennis Prangle , T. J. Sullivan , Mark Girolami

Nonprobability (convenience) samples are increasingly sought to reduce the estimation variance for one or more population variables of interest that are estimated using a randomized survey (reference) sample by increasing the effective…

We consider an original problem that arises from the issue of security analysis of a power system and that we name optimal discovery with probabilistic expert advice. We address it with an algorithm based on the optimistic paradigm and the…

最优化与控制 · 数学 2011-10-26 Sébastien Bubeck , Damien Ernst , Aurélien Garivier

Theoretically as well as experimentally it is investigated how people represent their knowledge in order to make decisions or to share their knowledge with others. Experiment 1 probes into the ways how people 6ather information about the…

人工智能 · 计算机科学 2013-04-15 Alf C. Zimmer

A common concern with Bayesian methodology in scientific contexts is that inferences can be heavily influenced by subjective biases. As presented here, there are two types of bias for some quantity of interest: bias against and bias in…

统计理论 · 数学 2019-03-06 Michael Evans , Yang Guo

The impact of machine learning models on healthcare will depend on the degree of trust that healthcare professionals place in the predictions made by these models. In this paper, we present a method to provide people with clinical expertise…

机器学习 · 计算机科学 2021-03-05 Aniruddh Raghu , John Guttag , Katherine Young , Eugene Pomerantsev , Adrian V. Dalca , Collin M. Stultz