Which statistical hypotheses are afflicted with false confidence?
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arXiv
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| Format: | Preprint |
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2024
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| _version_ | 1866913328878583808 |
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| author | Martin, Ryan |
| author_facet | Martin, Ryan |
| contents | The false confidence theorem establishes that, for any data-driven, precise-probabilistic method for uncertainty quantification, there exists (non-trivial) false hypotheses to which the method tends to assign high confidence. This raises concerns about the reliability of these widely-used methods, and shines new light on the consonant belief function-based methods that are provably immune to false confidence. But an existence result alone is insufficient. Towards a partial answer to the title question, I show that, roughly, complements of convex hypotheses are afflicted by false confidence. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_16228 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Which statistical hypotheses are afflicted with false confidence? Martin, Ryan Statistics Theory The false confidence theorem establishes that, for any data-driven, precise-probabilistic method for uncertainty quantification, there exists (non-trivial) false hypotheses to which the method tends to assign high confidence. This raises concerns about the reliability of these widely-used methods, and shines new light on the consonant belief function-based methods that are provably immune to false confidence. But an existence result alone is insufficient. Towards a partial answer to the title question, I show that, roughly, complements of convex hypotheses are afflicted by false confidence. |
| title | Which statistical hypotheses are afflicted with false confidence? |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2404.16228 |