相关论文: Single or combined location measurements of the sa…

Without assuming any pdf for some measured parameter, we derive a predictive pdf for the outcome of a second measurement, given the outcome of the first measurement and two common assumptions about the noise. These are that (1) it is…

In statistical applications, it is common to encounter parameters supported on a varying or unknown dimensional space. Examples include the fused lasso regression, the matrix recovery under an unknown low rank, etc. Despite the ease of…

Likelihood-free methods are an essential tool for performing inference for implicit models which can be simulated from, but for which the corresponding likelihood is intractable. However, common likelihood-free methods do not scale well to…

We propose a new method called localized conformal prediction, where we can perform conformal inference using only a local region around a new test sample to construct its confidence interval. Localized conformal inference is a natural…

In this paper, distributed Bayesian detection problems with unknown prior probabilities of hypotheses are considered. The sensors obtain observations which are conditionally dependent across sensors and their probability density functions…

The principle of complementarity is quantified in two ways: by a universal uncertainty relation valid for arbitrary joint estimates of any two observables from a given measurement setup, and by a general uncertainty relation valid for…

Under ideal conditions, the probability density function (PDF) of a random variable, such as a sensor measurement, would be well known and amenable to computation and communication tasks. However, this is often not the case, so the user…

In almost any geostatistical analysis, one of the underlying, often implicit, modelling assump- tions is that the spatial locations, where measurements are taken, are recorded without error. In this study we develop geostatistical inference…

By representing the range of fair betting odds according to a pair of confidence set estimators, dual probability measures on parameter space called frequentist posteriors secure the coherence of subjective inference without any prior…

Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…

Observational astrophysics consists of making inferences about the Universe by comparing data and models. The credible intervals placed on model parameters are often as important as the maximum a posteriori probability values, as the…

Motivated by parametric models for which the likelihood is analytically unavailable, numerically unstable, or prohibitively expensive to compute or optimize, we develop a prior- and likelihood-free framework for fully probabilistic…

In this paper, we consider distributed maximum likelihood estimation (MLE) with dependent quantized data under the assumption that the structure of the joint probability density function (pdf) is known, but it contains unknown deterministic…

The proposed approach extends the confidence posterior distribution to the semi-parametric empirical Bayes setting. Whereas the Bayesian posterior is defined in terms of a prior distribution conditional on the observed data, the confidence…

Post-data statistical inference concerns making probability statements about model parameters conditional on observed data. When a priori knowledge about parameters is available, post-data inference can be conveniently made from Bayesian…

Approximate Bayesian computation (ABC) and other likelihood-free inference methods have gained popularity in the last decade, as they allow rigorous statistical inference for complex models without analytically tractable likelihood…

We consider the problem of parametric statistical inference when likelihood computations are prohibitively expensive but sampling from the model is possible. Several so-called likelihood-free methods have been developed to perform inference…

Fusing probabilistic information is a fundamental task in signal and data processing with relevance to many fields of technology and science. In this work, we investigate the fusion of multiple probability density functions (pdfs) of a…

We propose a new inference framework called localized conformal prediction. It generalizes the framework of conformal prediction by offering a single-test-sample adaptive construction that emphasizes a local region around this test sample,…

When prior information is lacking, the go-to strategy for probabilistic inference is to combine a "default prior" and the likelihood via Bayes's theorem. Objective Bayes, (generalized) fiducial inference, etc. fall under this umbrella. This…