arXiv:2410.12921stat.MLcs.LG2024-10被引 18

提出一种新假设检验方法,用于比较不确定性模型的可信度集。

Credal Two-Sample Tests of Epistemic Uncertainty

  • 用可信度集代替精确分布,直接处理建模者部分无知带来的认知不确定性。
  • 首次实现基于排列的非参数检验,支持相等、包含、交集等多重关系判断。
  • 适用于真实场景,通过核方法实现,提升结论的鲁棒性和可信度。

我们提出可信度两样本检验,一种用于比较可信度集(即概率测度的凸集)的新假设检验框架。每个元素代表随机不确定性,而集合本身反映建模者因部分无知产生的认知不确定性。相比传统仅比较精确分布的两样本检验,该框架可表达更丰富的假设形式,包括相等性、包含性、交集与互斥性,为建模者的认知信念提供独特洞见。作为首个针对有限生成可信度集(由多个独立同分布样本生成,称作可信度样本)的非参数检验方法,我们将其形式化为含虚参数的两样本检验,并提出首个基于排列的解决方案,显著优于现有方法。该方法将建模者的认知不确定性有效融入检验过程,使结论更具鲁棒性与可信度,同时提供了核方法实现以支持实际应用。

原文摘要 · Abstract (English)

We introduce credal two-sample testing, a new hypothesis testing framework for comparing credal sets -- convex sets of probability measures where each element captures aleatoric uncertainty and the set itself represents epistemic uncertainty that arises from the modeller's partial ignorance. Compared to classical two-sample tests, which focus on comparing precise distributions, the proposed framework provides a broader and more versatile set of hypotheses. This approach enables the direct integration of epistemic uncertainty, effectively addressing the challenges arising from partial ignorance in hypothesis testing. By generalising two-sample test to compare credal sets, our framework enables reasoning for equality, inclusion, intersection, and mutual exclusivity, each offering unique insights into the modeller's epistemic beliefs. As the first work on nonparametric hypothesis testing for comparing credal sets, we focus on finitely generated credal sets derived from i.i.d. samples from multiple distributions -- referred to as credal samples. We formalise these tests as two-sample tests with nuisance parameters and introduce the first permutation-based solution for this class of problems, significantly improving existing methods. Our approach properly incorporates the modeller's epistemic uncertainty into hypothesis testing, leading to more robust and credible conclusions, with kernel-based implementations for real-world applications.

假设检验不确定性建模可信度集

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