惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

D
DataBreaches.Net
L
LangChain Blog
博客园_首页
J
Java Code Geeks
博客园 - 【当耐特】
Microsoft Azure Blog
Microsoft Azure Blog
小众软件
小众软件
WordPress大学
WordPress大学
V
Visual Studio Blog
T
The Blog of Author Tim Ferriss
U
Unit 42
酷 壳 – CoolShell
酷 壳 – CoolShell
Recent Announcements
Recent Announcements
C
Check Point Blog
IT之家
IT之家
Engineering at Meta
Engineering at Meta
N
Netflix TechBlog - Medium
A
About on SuperTechFans
aimingoo的专栏
aimingoo的专栏
D
Docker
有赞技术团队
有赞技术团队
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
阮一峰的网络日志
阮一峰的网络日志
I
InfoQ

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Valid and efficient imprecise-probabilistic inference wit...
Ryan Martin · 2022-03-14 · via math.ST updates on arXiv.org

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 real-world applications fit somewhere in between these two extremes. That neither of the two dominant schools of thought are suited for these applications creates confusion and slows progress. A key observation here is that ``no prior information'' actually means no prior distribution can be ruled out, so the classically-frequentist context is best characterized as every prior. From this perspective, it's now clear that there's an entire spectrum of contexts depending on what, if any, partial prior information is available, with Bayesian (one prior) and frequentist (every prior) on opposite extremes. This paper ties the two frameworks together by formally treating those cases where only partial prior information is available using the theory of imprecise probability. The end result is a unified framework of (imprecise-probabilistic) statistical inference with a new validity condition that implies both frequentist-style error rate control for derived procedures and Bayesian-style coherence properties, relative to the given partial prior information. This new theory contains both the Bayesian and frequentist frameworks as special cases, since they're both valid in this new sense relative to their respective partial priors. Different constructions of these valid inferential models are considered, and compared based on their efficiency.