"매 uncertainty 매 quantify". Inexact science 매 deterministic closed-form X — 매 noise, bias, partial observability 매 inherent. 매 2026 ML interpretability, social science replication crisis 매 forefront. 매 tool: 매 Bayesian inference, robust statistics, sensitivity analysis.
매 핵심
매 inexactness 의 source
Aleatory: 매 inherent randomness (quantum, dice).
Epistemic: 매 ignorance — 매 reducible by data.
Measurement noise: 매 instrument precision limit.
Model misspecification: 매 wrong functional form.
Selection bias: 매 non-representative sample.
매 mitigation 전략
Bayesian credible intervals (vs frequentist CI).
Bootstrap resampling — 매 distribution-free uncertainty.
Cross-validation — 매 generalization estimate.
Sensitivity analysis — 매 parameter perturbation.
Pre-registration — 매 p-hacking 방지.
매 응용
매 medical trials (FDA Phase III).
매 ML model deployment (Bayesian deep learning).
매 climate modeling (ensemble).
매 economics (DSGE models).
💻 패턴
1. Bayesian Linear Regression (PyMC)
importpymcaspmwithpm.Model()asmodel:alpha=pm.Normal('alpha',0,10)beta=pm.Normal('beta',0,10)sigma=pm.HalfNormal('sigma',5)mu=alpha+beta*x_obsy=pm.Normal('y',mu=mu,sigma=sigma,observed=y_obs)trace=pm.sample(2000,tune=1000)# 매 posterior distribution — credible intervals 매 natural
fromSALib.analyzeimportsobolfromSALib.sample.sobolimportsampleassobol_sampleproblem={'num_vars':3,'names':['x1','x2','x3'],'bounds':[[0,1]]*3}param_values=sobol_sample(problem,1024)Y=np.array([model(p)forpinparam_values])Si=sobol.analyze(problem,Y)# 매 first/total order indices
fromsklearn.linear_modelimportHuberRegressor# 매 outlier-resistant — Huber loss 매 quadratic+linearhuber=HuberRegressor(epsilon=1.35).fit(X,y)
6. Conformal Prediction (Distribution-Free)
# 매 2026 standard — coverage guarantee 매 model-agnosticcalib_residuals=np.abs(y_calib-model.predict(X_calib))q_hat=np.quantile(calib_residuals,0.95)# 매 prediction interval: [pred - q_hat, pred + q_hat]
매 결정 기준
상황
Approach
Small n, prior knowledge
Bayesian (PyMC, Stan)
Large n, distribution-free
Bootstrap + conformal
Causal claim
RCT > obs + IV/DiD
Outliers heavy
Huber / RANSAC
Multiple comparisons
BH-FDR / Bonferroni
기본값: 매 report point estimate + 95% interval; 매 effect size > significance.
언제: 매 study design review, 매 uncertainty communication, 매 robustness check 제안.
언제 X: 매 deterministic system (compiler, hash). 매 cryptographic exactness 필요.
❌ 안티패턴
p<0.05 cult: 매 effect size 무시, multiple-testing 무수정.
HARKing: 매 hypothesis after results known.
Overconfident point estimate: 매 ±uncertainty 미보고.
Garrison the data: 매 outlier 임의 제거.
🧪 검증 / 중복
Verified (Gelman, BDA; Wasserman, All of Statistics; ASA p-value statement).