Algorithmic Inference
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Algorithmic Inference
Algorithmic inference gathers new developments in the statistical inference methods made feasible by the powerful computing devices widely available to any data analyst. Cornerstones in this field are computational learning theory, granular computing, bioinformatics, and, long ago, structural probability . The main focus is on the algorithms which compute statistics rooting the study of a random phenomenon, along with the amount of data they must feed on to produce reliable results. This shifts the interest of mathematicians from the study of the distribution laws to the functional properties of the statistics, and the interest of computer scientists from the algorithms for processing data to the information they process. The Fisher parametric inference problem Concerning the identification of the parameters of a distribution law, the mature reader may recall lengthy disputes in the mid 20th century about the interpretation of their variability in terms of fiducial distributio ...
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Statistical Inference
Statistical inference is the process of using data analysis to infer properties of an underlying probability distribution, distribution of probability.Upton, G., Cook, I. (2008) ''Oxford Dictionary of Statistics'', OUP. . Inferential statistical analysis infers properties of a Statistical population, population, for example by testing hypotheses and deriving estimates. It is assumed that the observed data set is Sampling (statistics), sampled from a larger population. Inferential statistics can be contrasted with descriptive statistics. Descriptive statistics is solely concerned with properties of the observed data, and it does not rest on the assumption that the data come from a larger population. In machine learning, the term ''inference'' is sometimes used instead to mean "make a prediction, by evaluating an already trained model"; in this context inferring properties of the model is referred to as ''training'' or ''learning'' (rather than ''inference''), and using a model for ...
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Complexity
Complexity characterises the behaviour of a system or model whose components interaction, interact in multiple ways and follow local rules, leading to nonlinearity, randomness, collective dynamics, hierarchy, and emergence. The term is generally used to characterize something with many parts where those parts interact with each other in multiple ways, culminating in a higher order of emergence greater than the sum of its parts. The study of these complex linkages at various scales is the main goal of complex systems theory. The intuitive criterion of complexity can be formulated as follows: a system would be more complex if more parts could be distinguished, and if more connections between them existed. Science takes a number of approaches to characterizing complexity; Zayed ''et al.'' reflect many of these. Neil F. Johnson, Neil Johnson states that "even among scientists, there is no unique definition of complexity – and the scientific notion has traditionally been conveyed ...
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Twisting Properties
Twisting properties in general terms are associated with the properties of samples that identify with statistics that are suitable for exchange. Description Starting with a sample \ observed from a random variable ''X'' having a given distribution law with a non-set parameter, a parametric inference problem consists of computing suitable values – call them estimates – of this parameter precisely on the basis of the sample. An estimate is suitable if replacing it with the unknown parameter does not cause major damage in next computations. In algorithmic inference, suitability of an estimate reads in terms of compatibility with the observed sample. In turn, parameter compatibility is a probability measure that we derive from the probability distribution of the random variable to which the parameter refers. In this way we identify a random parameter Θ compatible with an observed sample. Given a sampling mechanism M_X=(g_\theta,Z), the rationale of this operation lies in us ...
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Bootstrapping Populations
Bootstrapping populations in statistics and mathematics starts with a sample \ observed from a random variable. When ''X'' has a given distribution law with a set of non fixed parameters, we denote with a vector \boldsymbol\theta, a parametric inference problem consists of computing suitable values – call them estimates – of these parameters precisely on the basis of the sample. An estimate is suitable if replacing it with the unknown parameter does not cause major damage in next computations. In Algorithmic inference, suitability of an estimate reads in terms of compatibility with the observed sample. In this framework, resampling methods are aimed at generating a set of candidate values to replace the unknown parameters that we read as compatible replicas of them. They represent a population of specifications of a random vector \boldsymbol\Theta compatible with an observed sample, where the compatibility of its values has the properties of a probability distributio ...
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Well-behaved Statistic
Although the term well-behaved statistic often seems to be used in the scientific literature in somewhat the same way as is well-behaved in mathematics (that is, to mean "non-pathological") it can also be assigned precise mathematical meaning, and in more than one way. In the former case, the meaning of this term will vary from context to context. In the latter case, the mathematical conditions can be used to derive classes of combinations of distributions with statistics which are ''well-behaved'' in each sense. First Definition: The variance of a well-behaved statistical estimator is finite and one condition on its mean is that it is differentiable in the parameter being estimated. Second Definition: The statistic is monotonic, well-defined, and locally sufficient. Conditions for a Well-Behaved Statistic: First Definition More formally the conditions can be expressed in this way. T is a statistic for \theta that is a function of the sample, _,...,_. For T to be ''well-behaved'' ...
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Sufficient Statistics
In statistics, a statistic is ''sufficient'' with respect to a statistical model and its associated unknown parameter if "no other statistic that can be calculated from the same sample provides any additional information as to the value of the parameter". In particular, a statistic is sufficient for a family of probability distributions if the sample from which it is calculated gives no additional information than the statistic, as to which of those probability distributions is the sampling distribution. A related concept is that of linear sufficiency, which is weaker than ''sufficiency'' but can be applied in some cases where there is no sufficient statistic, although it is restricted to linear estimators. The Kolmogorov structure function deals with individual finite data; the related notion there is the algorithmic sufficient statistic. The concept is due to Sir Ronald Fisher in 1920. Stephen Stigler noted in 1973 that the concept of sufficiency had fallen out of favor in de ...
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Pareto Distribution
The Pareto distribution, named after the Italian civil engineer, economist, and sociologist Vilfredo Pareto ( ), is a power-law probability distribution that is used in description of social, quality control, scientific, geophysical, actuarial, and many other types of observable phenomena; the principle originally applied to describing the distribution of wealth in a society, fitting the trend that a large portion of wealth is held by a small fraction of the population. The Pareto principle or "80-20 rule" stating that 80% of outcomes are due to 20% of causes was named in honour of Pareto, but the concepts are distinct, and only Pareto distributions with shape value () of log45 ≈ 1.16 precisely reflect it. Empirical observation has shown that this 80-20 distribution fits a wide range of cases, including natural phenomena and human activities. Definitions If ''X'' is a random variable with a Pareto (Type I) distribution, then the probability that ''X'' is ...
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Uniform Distribution (continuous)
In probability theory and statistics, the continuous uniform distribution or rectangular distribution is a family of symmetric probability distributions. The distribution describes an experiment where there is an arbitrary outcome that lies between certain bounds. The bounds are defined by the parameters, ''a'' and ''b'', which are the minimum and maximum values. The interval can either be closed (e.g. , b or open (e.g. (a, b)). Therefore, the distribution is often abbreviated ''U'' (''a'', ''b''), where U stands for uniform distribution. The difference between the bounds defines the interval length; all intervals of the same length on the distribution's support are equally probable. It is the maximum entropy probability distribution for a random variable ''X'' under no constraint other than that it is contained in the distribution's support. Definitions Probability density function The probability density function of the continuous uniform distribution is: : f(x)=\begin ...
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Complexity Index
In modern computer science and statistics, the complexity index of a function denotes the level of informational content, which in turn affects the difficulty of learning the function from examples. This is different from computational complexity, which is the difficulty to compute a function. Complexity indices characterize the entire class of functions to which the one we are interested in belongs. Focusing on Boolean functions, the ''detail'' of a class \mathsf C of Boolean functions ''c'' essentially denotes how deeply the class is articulated. Technical definition To identify this index we must first define a ''sentry function'' of \mathsf C. Let us focus for a moment on a single function ''c'', call it a ''concept'' defined on a set \mathcal X of elements that we may figure as points in a Euclidean space. In this framework, the above function associates to ''c'' a set of points that, since are defined to be external to the concept, prevent it from expanding into another fun ...
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VC Dimension
VC may refer to: Military decorations * Victoria Cross, a military decoration awarded by the United Kingdom and also by certain Commonwealth nations ** Victoria Cross for Australia ** Victoria Cross (Canada) ** Victoria Cross for New Zealand * Victorious Cross, Idi Amin's self-bestowed military decoration Organisations * Ocean Airlines (IATA airline designator 2003-2008), Italian cargo airline * Voyageur Airways (IATA airline designator since 1968), Canadian charter airline * Visual Communications, an Asian-Pacific-American media arts organization in Los Angeles, US * Viet Cong (also Victor Charlie or Vietnamese Communists), a political and military organization from the Vietnam War (1959–1975) Education * Vanier College, Canada * Vassar College, US * Velez College, Philippines * Virginia College, US Places * Saint Vincent and the Grenadines (ISO country code), a state in the Caribbean * Sri Lanka (ICAO airport prefix code) * Watsonian vice-counties, subdivisions of Great Brita ...
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Complexity Index
In modern computer science and statistics, the complexity index of a function denotes the level of informational content, which in turn affects the difficulty of learning the function from examples. This is different from computational complexity, which is the difficulty to compute a function. Complexity indices characterize the entire class of functions to which the one we are interested in belongs. Focusing on Boolean functions, the ''detail'' of a class \mathsf C of Boolean functions ''c'' essentially denotes how deeply the class is articulated. Technical definition To identify this index we must first define a ''sentry function'' of \mathsf C. Let us focus for a moment on a single function ''c'', call it a ''concept'' defined on a set \mathcal X of elements that we may figure as points in a Euclidean space. In this framework, the above function associates to ''c'' a set of points that, since are defined to be external to the concept, prevent it from expanding into another fun ...
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Confidence Level
In frequentist statistics, a confidence interval (CI) is a range of estimates for an unknown parameter. A confidence interval is computed at a designated ''confidence level''; the 95% confidence level is most common, but other levels, such as 90% or 99%, are sometimes used. The confidence level represents the long-run proportion of corresponding CIs that contain the true value of the parameter. For example, out of all intervals computed at the 95% level, 95% of them should contain the parameter's true value. Factors affecting the width of the CI include the sample size, the variability in the sample, and the confidence level. All else being the same, a larger sample produces a narrower confidence interval, greater variability in the sample produces a wider confidence interval, and a higher confidence level produces a wider confidence interval. Definition Let be a random sample from a probability distribution with statistical parameter , which is a quantity to be estimat ...
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