Facets of uncertainty: epistemic uncertainty, non-stationarity, likelihood, hypothesis testing, and communication
نویسندگان
چکیده
منابع مشابه
Robustness-based portfolio optimization under epistemic uncertainty
In this paper, we propose formulations and algorithms for robust portfolio optimization under both aleatory uncertainty (i.e., natural variability) and epistemic uncertainty (i.e., imprecise probabilistic information) arising from interval data. Epistemic uncertainty is represented using two approaches: (1) moment bounding approach and (2) likelihood-based approach. This paper first proposes a ...
متن کاملFrequentist Hypothesis Testing with Background Uncertainty
We consider the standard Neyman-Pearson hypothesis test of a signal-plus-background hypothesis and background-only hypothesis in the presence of uncertainty on the background-only prediction. Surprisingly, this problem has not been addressed in the recent conferences on statistical techniques in high-energy physics – although the its confidence-interval equivalent has been. We discuss the issue...
متن کاملUncertainty analysis and composite hypothesis under the likelihood paradigm
The correct use and interpretation of models depends on several steps, two of which being the calibration by parameter estimation and the analysis of uncertainty. In the biological literature, these steps are seldom discussed together, but they can be seen as fitting pieces of the same puzzle. In particular, analytical procedures for uncertainty estimation may be masking a high degree of uncert...
متن کاملDeliberative Modality under Epistemic Uncertainty
It is standard practice in linguistic semantics to treat a modal like ought as expressing quantification over possible worlds that are selected and ranked according to certain contextual parameters (Kratzer, 1977, 1981, 1991, 2012). On this view, different modal flavors correspond to different values for these contextual parameters. In the following, we will call the particular modal flavor at ...
متن کاملRevealed Likelihood and Knightian Uncertainty
Nonadditive expected utility models were developed for explaining preferences in settings where probabilities cannot be assigned to events. In the absence of probabilities, difficulties arise in the interpretation of likelihoods of events. In this paper we introduce a notion of revealed likelihood that is defined entirely in terms of preferences and that does not require the existence of (subje...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Hydrological Sciences Journal
سال: 2016
ISSN: 0262-6667,2150-3435
DOI: 10.1080/02626667.2015.1031761