Statistical inference as Green's functions
| Autor: | Lee, Hyun Keun, Kwon, Chulan, Kim, Yong Woon |
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| Rok vydání: | 2022 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | Statistical inference from data is a foundational task in science. Recently, it has received growing attention for its central role in inference systems of primary interest in data sciences and machine learning. However, the understanding of statistical inference is not that solid while remains as a matter of subjective belief or as the routine procedures once claimed objective. We here show that there is an objective description of statistical inference for long sequence of exchangeable binary random variables, the prototypal stochasticity in theories and applications. A linear differential equation is derived from the identity known as de Finetti's representation theorem, and it turns out that statistical inference is given by the Green's functions. Our finding is an answer to the normative issue of science that pursues the objectivity based on data, and its significance will be far-reaching in most pure and applied fields. Comment: 21 pages, 1 figure |
| Databáze: | arXiv |
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