Speaker
Jeremie Houssineau
Assistant Professor
Nanyang Technological University

Bridging theory and applications with possibility theory

Summary

Although it is widely accepted that there two main sources of uncertainty, that is, epistemic uncertainty corresponding to lack of knowledge and aleatoric uncertainty corresponding to random phenomena, the usual approach is to model both using the tools of probability theory. In this tutorial, I will show how a particular version of possibility theory offers an intuitive approach to model epistemic uncertainty which can be combined with probability theory to yield a general framework in which different sources of uncertainty are faithfully modelled. Such a framework provides a principled basis for many successful heuristics, allowing to understand and improve them, hence furthering the applicability of the Bayesian method. The effectiveness of this approach will be illustrated via a range of applications including distributed inference, ensemble Kalman filtering and space situational awareness. This tutorial does not require any prior knowledge of possibility theory.

Biography

Jeremie Houssineau is an Assistant Professor in the Division of Mathematical Sciences at Nanyang Technological University (NTU), Singapore, and also holds an honorary Associate Professor position in the Department of Statistics at the University of Warwick. His primary research interest lies in tackling challenges in statistical inference by integrating possibility theory and probability theory to model both epistemic and aleatoric uncertainty, with applications including robust inference, reinforcement learning, active learning, and multi-target tracking. He also serves on the Editorial Board of Statistics and Computing. Previously, he was an Assistant Professor (tenured in 2023) in the Department of Statistics at the University of Warwick (2019-2023), a Postdoctoral Fellow in the Department of Statistics and Data Science at the National University of Singapore (2016-2018), a PhD student at the School of Engineering and Physical Sciences, Heriot-Watt University (2011-2015), and a Research Engineer at Naval Group (2009-2011).