Multinomial Nonparametric Predictive Inference: Selection, Classification and Subcategory Data

In probability and statistics, uncertainty is usually quantified using single-valued probabilities satisfying Kolmogorov's axioms. Generalisation of classical probability theory leads to various less restrictive representations of uncertainty which are collectively referred to as imprecise probability. Several imprecise approaches to statistical inference using imprecise probability have been suggested, one of which is nonparametric predictive inference (NPI). The multinomial NPI model was recently proposed, which quantifies uncertainty in terms of lower and upper probabilities. It has several advantages, one being the facility to handle multinomial data sets with unknown numbers of possible outcomes. The model gives inferences about a single future observation. This thesis comprises new theoretical developments and applications of the multinomial NPI model. The model is applied to selection problems, for which multiple future observations are also considered. This is the first time inferences about multiple future observations have been presented for the multinomial NPI model. Applications of NPI to classification are also considered and a method is presented for building classification trees using the maximum entropy distribution consistent with the multinomial NPI model. Two algorithms, one approximate and one exact, are proposed for finding this distribution. Finally, a new NPI model is developed for the case of multinomial data with subcategories and several properties of this model are proven

Optimal Thresholds for Classification Trees using Nonparametric Predictive Inference

In data mining, classification is used to assign a new observation to one of a set of predefined classes based on the attributes of the observation. Classification trees are one of the most commonly used methods in the area of classification because their rules are easy to understand and interpret. Classification trees are constructed recursively by a top-down scheme using repeated splits of the training data set, which is a subset of the data. When the data set involves a continuous-valued attribute, there is a need to select an appropriate threshold value to determine the classes and split the data. In recent years, Nonparametric Predictive Inference (NPI) has been introduced for selecting optimal thresholds for two- and three-class classification problems, where the inferences are explicitly in terms of a given number of future observations and target proportions. These target proportions enable one to choose weights that reflect the relative importance of one class over another. The NPI-based threshold selection method has previously been implemented in the context of Receiver Operating Characteristic (ROC) analysis, but not for building classification trees. Due to the predictive nature of the NPI-based threshold selection method, it is well suited for the classification tree method, as the end goal of building classification trees is to use them for prediction as well. In this thesis, we present new classification algorithms for building classification trees using the NPI approach for selecting the optimal thresholds. We first present a new classification algorithm, which we call the NPI2-Tree algorithm, for building binary classification trees; we then extend it to build classification trees with three ordered classes, which we call the NPI3-Tree algorithm. In order to build classification trees using our algorithms, we introduce a new procedure for selecting the optimal values of target proportions by optimising classification performance on test data. We use different measures to evaluate and compare the performance of the NPI2-Tree and the NPI3-Tree classification algorithms with other classification algorithms from the literature. The experimental results show that our classification algorithms perform well compared to other algorithms. Finally, we present applications of the NPI2-Tree and NPI3-Tree classification algorithms on noisy data sets. Noise refers to situations that occur when the data sets used for classification tasks have incorrect values in the attribute variables or the class variable. The performances of the NPI2-Tree and NPI3-Tree classification algorithms in the case of noisy data are evaluated using different levels of noise added to the class variable. The results show that our classification algorithms perform well in case of noisy data and tend to be quite robust for most noise levels, compared to other classification algorithms

Contributions to reasoning on imprecise data

This thesis contains four contributions which advocate cautious statistical modelling and inference. They achieve it by taking sets of models into account, either directly or indirectly by looking at compatible data situations. Special care is taken to avoid assumptions which are technically convenient, but reduce the uncertainty involved in an unjustified manner. This thesis provides methods for cautious statistical modelling and inference, which are able to exhaust the potential of precise and vague data, motivated by different fields of application, ranging from political science to official statistics. At first, the inherently imprecise Nonparametric Predictive Inference model is involved in the cautious selection of splitting variables in the construction of imprecise classification trees, which are able to describe a structure and allow for a reasonably high predictive power. Dependent on the interpretation of vagueness, different strategies for vague data are then discussed in terms of finite random closed sets: On the one hand, the data to be analysed are regarded as set-valued answers of an item in a questionnaire, where each possible answer corresponding to a subset of the sample space is interpreted as a separate entity. By this the finite random set is reduced to an (ordinary) random variable on a transformed sample space. The context of application is the analysis of voting intentions, where it is shown that the presented approach is able to characterise the undecided in a more detailed way, which common approaches are not able to. Altough the presented analysis, regarded as a first step, is carried out on set-valued data, which are suitably self-constructed with respect to the scientific research question, it still clearly demonstrates that the full potential of this quite general framework is not exhausted. It is capable of dealing with more complex applications. On the other hand, the vague data are produced by set-valued single imputation (imprecise imputation) where the finite random sets are interpreted as being the result of some (unspecified) coarsening. The approach is presented within the context of statistical matching, which is used to gain joint knowledge on features that were not jointly collected in the initial data production. This is especially relevant in data production, e.g. in official statistics, as it allows to fuse the information of already accessible data sets into a new one, without the requirement of actual data collection in the field. Finally, in order to share data, they need to be suitably anonymised. For the specific class of anonymisation techniques of microaggregation, its ability to infer on generalised linear regression models is evaluated. Therefore, the microaggregated data are regarded as a set of compatible, unobserved underlying data situations. Two strategies to follow are proposed. At first, a maximax-like optimisation strategy is pursued, in which the underlying unobserved data are incorporated into the regression model as nuisance parameters, providing a concise yet over-optimistic estimation of the regression coefficients. Secondly, an approach in terms of partial identification, which is inherently more cautious than the previous one, is applied to estimate the set of all regression coefficients that are obtained by performing the estimation on each compatible data situation. Vague data are deemed favourable to precise data as they additionally encompass the uncertainty of the individual observation, and therefore they have a higher informational value. However, to the present day, there are few (credible) statistical models that are able to deal with vague or set-valued data. For this reason, the collection of such data is neglected in data production, disallowing such models to exhaust their full potential. This in turn prevents a throughout evaluation, negatively affecting the (further) development of such models. This situation is a variant of the chicken or egg dilemma. The ambition of this thesis is to break this cycle by providing actual methods for dealing with vague data in relevant situations in practice, to stimulate the required data production.Diese Schrift setzt sich in vier Beiträgen für eine vorsichtige statistische Modellierung und Inferenz ein. Dieses wird erreicht, indem man Mengen von Modellen betrachtet, entweder direkt oder indirekt über die Interpretation der Daten als Menge zugrunde liegender Datensituationen. Besonderer Wert wird dabei darauf gelegt, Annahmen zu vermeiden, die zwar technisch bequem sind, aber die zugrunde liegende Unsicherheit der Daten in ungerechtfertigter Weise reduzieren. In dieser Schrift werden verschiedene Methoden der vorsichtigen Modellierung und Inferenz vorgeschlagen, die das Potential von präzisen und unscharfen Daten ausschöpfen können, angeregt von unterschiedlichen Anwendungsbereichen, die von Politikwissenschaften bis zur amtlichen Statistik reichen. Zuerst wird das Modell der Nonparametrischen Prädiktiven Inferenz, welches per se unscharf ist, in der vorsichtigen Auswahl von Split-Variablen bei der Erstellung von Klassifikationsbäumen verwendet, die auf Methoden der Imprecise Probabilities fußen. Diese Bäume zeichnen sich dadurch aus, dass sie sowohl eine Struktur beschreiben, als auch eine annehmbar hohe Prädiktionsgüte aufweisen. In Abhängigkeit von der Interpretation der Unschärfe, werden dann verschiedene Strategien für den Umgang mit unscharfen Daten im Rahmen von finiten Random Sets erörtert. Einerseits werden die zu analysierenden Daten als mengenwertige Antwort auf eine Frage in einer Fragebogen aufgefasst. Hierbei wird jede mögliche (multiple) Antwort, die eine Teilmenge des Stichprobenraumes darstellt, als eigenständige Entität betrachtet. Somit werden die finiten Random Sets auf (gewöhnliche) Zufallsvariablen reduziert, die nun in einen transformierten Raum abbilden. Im Rahmen einer Analyse von Wahlabsichten hat der vorgeschlagene Ansatz gezeigt, dass die Unentschlossenen mit ihm genauer charakterisiert werden können, als es mit den gängigen Methoden möglich ist. Obwohl die vorgestellte Analyse, betrachtet als ein erster Schritt, auf mengenwertige Daten angewendet wird, die vor dem Hintergrund der wissenschaftlichen Forschungsfrage in geeigneter Weise selbst konstruiert worden sind, zeigt diese dennoch klar, dass die Möglichkeiten dieses generellen Ansatzes nicht ausgeschöpft sind, so dass er auch in komplexeren Situationen angewendet werden kann. Andererseits werden unscharfe Daten durch eine mengenwertige Einfachimputation (imprecise imputation) erzeugt. Hier werden die finiten Random Sets als Ergebnis einer (unspezifizierten) Vergröberung interpretiert. Der Ansatz wird im Rahmen des Statistischen Matchings vorgeschlagen, das verwendet wird, um gemeinsame Informationen über ursprünglich nicht zusammen erhobene Merkmale zur erhalten. Dieses ist insbesondere relevant bei der Datenproduktion, beispielsweise in der amtlichen Statistik, weil es erlaubt, die verschiedenartigen Informationen aus unterschiedlichen bereits vorhandenen Datensätzen zu einen neuen Datensatz zu verschmelzen, ohne dass dafür tatsächlich Daten neu erhoben werden müssen. Zudem müssen die Daten für den Datenaustausch in geeigneter Weise anonymisiert sein. Für die spezielle Klasse der Anonymisierungstechnik der Mikroaggregation wird ihre Eignung im Hinblick auf die Verwendbarkeit in generalisierten linearen Regressionsmodellen geprüft. Hierfür werden die mikroaggregierten Daten als eine Menge von möglichen, unbeobachtbaren zu Grunde liegenden Datensituationen aufgefasst. Es werden zwei Herangehensweisen präsentiert: Als Erstes wird eine maximax-ähnliche Optimisierungsstrategie verfolgt, dabei werden die zu Grunde liegenden unbeobachtbaren Daten als Nuisance Parameter in das Regressionsmodell aufgenommen, was eine enge, aber auch über-optimistische Schätzung der Regressionskoeffizienten liefert. Zweitens wird ein Ansatz im Sinne der partiellen Identifikation angewendet, der per se schon vorsichtiger ist (als der vorherige), indem er nur die Menge aller möglichen Regressionskoeffizienten schätzt, die erhalten werden können, wenn die Schätzung auf jeder zu Grunde liegenden Datensituation durchgeführt wird. Unscharfe Daten haben gegenüber präzisen Daten den Vorteil, dass sie zusätzlich die Unsicherheit der einzelnen Beobachtungseinheit umfassen. Damit besitzen sie einen höheren Informationsgehalt. Allerdings gibt es zur Zeit nur wenige glaubwürdige statistische Modelle, die mit unscharfen Daten umgehen können. Von daher wird die Erhebung solcher Daten bei der Datenproduktion vernachlässigt, was dazu führt, dass entsprechende statistische Modelle ihr volles Potential nicht ausschöpfen können. Dies verhindert eine vollumfängliche Bewertung, wodurch wiederum die (Weiter-)Entwicklung jener Modelle gehemmt wird. Dies ist eine Variante des Henne-Ei-Problems. Diese Schrift will durch Vorschlag konkreter Methoden hinsichtlich des Umgangs mit unscharfen Daten in relevanten Anwendungssituationen Lösungswege aus der beschriebenen Situation aufzeigen und damit die entsprechende Datenproduktion anregen

Direct Nonparametric Predictive Inference Classification Trees

Classification is the task of assigning a new instance to one of a set of predefined categories based on the attributes of the instance. A classification tree is one of the most commonly used techniques in the area of classification. In recent years, many statistical methodologies have been developed to make inferences using imprecise probability theory, one of which is nonparametric predictive inference (NPI). NPI has been developed for different types of data and has been successfully applied to several fields, including classification. Due to the predictive nature of NPI, it is well suited for classification, as the nature of classification is explicitly predictive as well. In this thesis, we introduce a novel classification tree algorithm which we call the Direct Nonparametric Predictive Inference (D-NPI) classification algorithm. The D-NPI algorithm is completely based on the NPI approach, and it does not use any other assumptions. As a first step for developing the D-NPI classification method, we restrict our focus to binary and multinomial data types. The D-NPI algorithm uses a new split criterion called Correct Indication (CI), which is completely based on NPI and does not use any additional concepts such as entropy. The CI reflects how informative attribute variables are, hence if the attribute variable is very informative, it gives high NPI lower and upper probabilities for CI. In addition, the CI reports the strength of the evidence that the attribute variables will indicate regarding the possible class state for future instances, based on the data. The performance of the D-NPI classification algorithm is compared against several classification algorithms from the literature, including some imprecise probability algorithms, using different evaluation measures. The experimental results indicate that the D-NPI classification algorithm performs well and tends to slightly outperform other classification algorithms. Finally, a study of the D-NPI classification tree algorithm with noisy data is presented. Noisy data are data that contain incorrect values for the attribute variables or class variable. The performance of the D-NPI classification tree algorithm with noisy data is studied and compared to other classification tree algorithms when different levels of random noise are added to the class variable or to attribute variables. The results indicate that the D-NPI classification algorithm performs well with class noise and slightly outperforms other classification algorithms, while there is no single classification algorithm that acts as the best performing algorithm with attribute noise

Extraction of decision rules via imprecise probabilities

"This is an Accepted Manuscript of an article published by Taylor & Francis in International Journal of General Systems on 2017, available online: https://www.tandfonline.com/doi/full/10.1080/03081079.2017.1312359"Data analysis techniques can be applied to discover important relations among features. This is the main objective of the Information Root Node Variation (IRNV) technique, a new method to extract knowledge from data via decision trees. The decision trees used by the original method were built using classic split criteria. The performance of new split criteria based on imprecise probabilities and uncertainty measures, called credal split criteria, differs significantly from the performance obtained using the classic criteria. This paper extends the IRNV method using two credal split criteria: one based on a mathematical parametric model, and other one based on a non-parametric model. The performance of the method is analyzed using a case study of traffic accident data to identify patterns related to the severity of an accident. We found that a larger number of rules is generated, significantly supplementing the information obtained using the classic split criteria.This work has been supported by the Spanish "Ministerio de Economia y Competitividad" [Project number TEC2015-69496-R] and FEDER funds.Abellán, J.; López-Maldonado, G.; Garach, L.; Castellano, JG. (2017). Extraction of decision rules via imprecise probabilities. International Journal of General Systems. 46(4):313-331. https://doi.org/10.1080/03081079.2017.1312359S313331464Abellan, J., & Bosse, E. (2018). Drawbacks of Uncertainty Measures Based on the Pignistic Transformation. IEEE Transactions on Systems, Man, and Cybernetics: Systems, 48(3), 382-388. doi:10.1109/tsmc.2016.2597267Abellán, J., & Klir, G. J. (2005). Additivity of uncertainty measures on credal sets. International Journal of General Systems, 34(6), 691-713. doi:10.1080/03081070500396915Abellán, J., & Masegosa, A. R. (2010). An ensemble method using credal decision trees. European Journal of Operational Research, 205(1), 218-226. doi:10.1016/j.ejor.2009.12.003(2003). International Journal of Intelligent Systems, 18(12). doi:10.1002/int.v18:12Abellán, J., Klir, G. J., & Moral, S. (2006). Disaggregated total uncertainty measure for credal sets. International Journal of General Systems, 35(1), 29-44. doi:10.1080/03081070500473490Abellán, J., Baker, R. M., & Coolen, F. P. A. (2011). Maximising entropy on the nonparametric predictive inference model for multinomial data. European Journal of Operational Research, 212(1), 112-122. doi:10.1016/j.ejor.2011.01.020Abellán, J., López, G., & de Oña, J. (2013). Analysis of traffic accident severity using Decision Rules via Decision Trees. Expert Systems with Applications, 40(15), 6047-6054. doi:10.1016/j.eswa.2013.05.027Abellán, J., Baker, R. M., Coolen, F. P. A., Crossman, R. J., & Masegosa, A. R. (2014). Classification with decision trees from a nonparametric predictive inference perspective. Computational Statistics & Data Analysis, 71, 789-802. doi:10.1016/j.csda.2013.02.009Alkhalid, A., Amin, T., Chikalov, I., Hussain, S., Moshkov, M., & Zielosko, B. (2013). Optimization and analysis of decision trees and rules: dynamic programming approach. International Journal of General Systems, 42(6), 614-634. doi:10.1080/03081079.2013.798902Chang, L.-Y., & Chien, J.-T. (2013). Analysis of driver injury severity in truck-involved accidents using a non-parametric classification tree model. Safety Science, 51(1), 17-22. doi:10.1016/j.ssci.2012.06.017Chang, L.-Y., & Wang, H.-W. (2006). Analysis of traffic injury severity: An application of non-parametric classification tree techniques. Accident Analysis & Prevention, 38(5), 1019-1027. doi:10.1016/j.aap.2006.04.009DE CAMPOS, L. M., HUETE, J. F., & MORAL, S. (1994). PROBABILITY INTERVALS: A TOOL FOR UNCERTAIN REASONING. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 02(02), 167-196. doi:10.1142/s0218488594000146DGT. 2011b.Spanish Road Safety Strategy 2011–2020, 222 p. Madrid: Traffic General Directorate.Dolques, X., Le Ber, F., Huchard, M., & Grac, C. (2016). Performance-friendly rule extraction in large water data-sets with AOC posets and relational concept analysis. International Journal of General Systems, 45(2), 187-210. doi:10.1080/03081079.2015.1072927Gray, R. C., Quddus, M. A., & Evans, A. (2008). Injury severity analysis of accidents involving young male drivers in Great Britain. Journal of Safety Research, 39(5), 483-495. doi:10.1016/j.jsr.2008.07.003Guo, J., & Chankong, V. (2002). Rough set-based approach to rule generation and rule induction. International Journal of General Systems, 31(6), 601-617. doi:10.1080/0308107021000034353Huang, H., Chin, H. C., & Haque, M. M. (2008). Severity of driver injury and vehicle damage in traffic crashes at intersections: A Bayesian hierarchical analysis. Accident Analysis & Prevention, 40(1), 45-54. doi:10.1016/j.aap.2007.04.002Kashani, A. T., & Mohaymany, A. S. (2011). Analysis of the traffic injury severity on two-lane, two-way rural roads based on classification tree models. Safety Science, 49(10), 1314-1320. doi:10.1016/j.ssci.2011.04.019Li, X., & Yu, L. (2016). Decision making under various types of uncertainty. International Journal of General Systems, 45(3), 251-252. doi:10.1080/03081079.2015.1086574Mantas, C. J., & Abellán, J. (2014). Analysis and extension of decision trees based on imprecise probabilities: Application on noisy data. Expert Systems with Applications, 41(5), 2514-2525. doi:10.1016/j.eswa.2013.09.050Mayhew, D. R., Simpson, H. M., & Pak, A. (2003). Changes in collision rates among novice drivers during the first months of driving. Accident Analysis & Prevention, 35(5), 683-691. doi:10.1016/s0001-4575(02)00047-7McCartt, A. T., Mayhew, D. R., Braitman, K. A., Ferguson, S. A., & Simpson, H. M. (2009). Effects of Age and Experience on Young Driver Crashes: Review of Recent Literature. Traffic Injury Prevention, 10(3), 209-219. doi:10.1080/15389580802677807Montella, A., Aria, M., D’Ambrosio, A., & Mauriello, F. (2011). Data-Mining Techniques for Exploratory Analysis of Pedestrian Crashes. Transportation Research Record: Journal of the Transportation Research Board, 2237(1), 107-116. doi:10.3141/2237-12Montella, A., Aria, M., D’Ambrosio, A., & Mauriello, F. (2012). Analysis of powered two-wheeler crashes in Italy by classification trees and rules discovery. Accident Analysis & Prevention, 49, 58-72. doi:10.1016/j.aap.2011.04.025De Oña, J., López, G., & Abellán, J. (2013). Extracting decision rules from police accident reports through decision trees. Accident Analysis & Prevention, 50, 1151-1160. doi:10.1016/j.aap.2012.09.006De Oña, J., López, G., Mujalli, R., & Calvo, F. J. (2013). Analysis of traffic accidents on rural highways using Latent Class Clustering and Bayesian Networks. Accident Analysis & Prevention, 51, 1-10. doi:10.1016/j.aap.2012.10.016Pande, A., & Abdel-Aty, M. (2009). Market basket analysis of crash data from large jurisdictions and its potential as a decision support tool. Safety Science, 47(1), 145-154. doi:10.1016/j.ssci.2007.12.001Peek-Asa, C., Britton, C., Young, T., Pawlovich, M., & Falb, S. (2010). Teenage driver crash incidence and factors influencing crash injury by rurality. Journal of Safety Research, 41(6), 487-492. doi:10.1016/j.jsr.2010.10.002Sikora, M., & Wróbel, Ł. (2013). Data-driven adaptive selection of rule quality measures for improving rule induction and filtration algorithms. International Journal of General Systems, 42(6), 594-613. doi:10.1080/03081079.2013.798901Walley, P. (1996). 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Decision Tree Ensemble Method for Analyzing Traffic Accidents of Novice Drivers in Urban Areas

Presently, there is a critical need to analyze traffic accidents in order to mitigate their terrible economic and human impact. Most accidents occur in urban areas. Furthermore, driving experience has an important effect on accident analysis, since inexperienced drivers are more likely to suffer fatal injuries. This work studies the injury severity produced by accidents that involve inexperienced drivers in urban areas. The analysis was based on data provided by the Spanish General Traffic Directorate. The information root node variation (IRNV) method (based on decision trees) was used to get a rule set that provides useful information about the most probable causes of fatalities in accidents involving inexperienced drivers in urban areas. This may prove useful knowledge in preventing this kind of accidents and/or mitigating their consequences.his work has been supported by the Spanish “Ministerio de Economía y Competitividad” and by “Fondo Europeo de Desarrollo Regional” (FEDER) under Project TEC2015-69496-R

Contributions to reasoning on imprecise data

This thesis contains four contributions which advocate cautious statistical modelling and inference. They achieve it by taking sets of models into account, either directly or indirectly by looking at compatible data situations. Special care is taken to avoid assumptions which are technically convenient, but reduce the uncertainty involved in an unjustified manner. This thesis provides methods for cautious statistical modelling and inference, which are able to exhaust the potential of precise and vague data, motivated by different fields of application, ranging from political science to official statistics. At first, the inherently imprecise Nonparametric Predictive Inference model is involved in the cautious selection of splitting variables in the construction of imprecise classification trees, which are able to describe a structure and allow for a reasonably high predictive power. Dependent on the interpretation of vagueness, different strategies for vague data are then discussed in terms of finite random closed sets: On the one hand, the data to be analysed are regarded as set-valued answers of an item in a questionnaire, where each possible answer corresponding to a subset of the sample space is interpreted as a separate entity. By this the finite random set is reduced to an (ordinary) random variable on a transformed sample space. The context of application is the analysis of voting intentions, where it is shown that the presented approach is able to characterise the undecided in a more detailed way, which common approaches are not able to. Altough the presented analysis, regarded as a first step, is carried out on set-valued data, which are suitably self-constructed with respect to the scientific research question, it still clearly demonstrates that the full potential of this quite general framework is not exhausted. It is capable of dealing with more complex applications. On the other hand, the vague data are produced by set-valued single imputation (imprecise imputation) where the finite random sets are interpreted as being the result of some (unspecified) coarsening. The approach is presented within the context of statistical matching, which is used to gain joint knowledge on features that were not jointly collected in the initial data production. This is especially relevant in data production, e.g. in official statistics, as it allows to fuse the information of already accessible data sets into a new one, without the requirement of actual data collection in the field. Finally, in order to share data, they need to be suitably anonymised. For the specific class of anonymisation techniques of microaggregation, its ability to infer on generalised linear regression models is evaluated. Therefore, the microaggregated data are regarded as a set of compatible, unobserved underlying data situations. Two strategies to follow are proposed. At first, a maximax-like optimisation strategy is pursued, in which the underlying unobserved data are incorporated into the regression model as nuisance parameters, providing a concise yet over-optimistic estimation of the regression coefficients. Secondly, an approach in terms of partial identification, which is inherently more cautious than the previous one, is applied to estimate the set of all regression coefficients that are obtained by performing the estimation on each compatible data situation. Vague data are deemed favourable to precise data as they additionally encompass the uncertainty of the individual observation, and therefore they have a higher informational value. However, to the present day, there are few (credible) statistical models that are able to deal with vague or set-valued data. For this reason, the collection of such data is neglected in data production, disallowing such models to exhaust their full potential. This in turn prevents a throughout evaluation, negatively affecting the (further) development of such models. This situation is a variant of the chicken or egg dilemma. The ambition of this thesis is to break this cycle by providing actual methods for dealing with vague data in relevant situations in practice, to stimulate the required data production.Diese Schrift setzt sich in vier Beiträgen für eine vorsichtige statistische Modellierung und Inferenz ein. Dieses wird erreicht, indem man Mengen von Modellen betrachtet, entweder direkt oder indirekt über die Interpretation der Daten als Menge zugrunde liegender Datensituationen. Besonderer Wert wird dabei darauf gelegt, Annahmen zu vermeiden, die zwar technisch bequem sind, aber die zugrunde liegende Unsicherheit der Daten in ungerechtfertigter Weise reduzieren. In dieser Schrift werden verschiedene Methoden der vorsichtigen Modellierung und Inferenz vorgeschlagen, die das Potential von präzisen und unscharfen Daten ausschöpfen können, angeregt von unterschiedlichen Anwendungsbereichen, die von Politikwissenschaften bis zur amtlichen Statistik reichen. Zuerst wird das Modell der Nonparametrischen Prädiktiven Inferenz, welches per se unscharf ist, in der vorsichtigen Auswahl von Split-Variablen bei der Erstellung von Klassifikationsbäumen verwendet, die auf Methoden der Imprecise Probabilities fußen. Diese Bäume zeichnen sich dadurch aus, dass sie sowohl eine Struktur beschreiben, als auch eine annehmbar hohe Prädiktionsgüte aufweisen. In Abhängigkeit von der Interpretation der Unschärfe, werden dann verschiedene Strategien für den Umgang mit unscharfen Daten im Rahmen von finiten Random Sets erörtert. Einerseits werden die zu analysierenden Daten als mengenwertige Antwort auf eine Frage in einer Fragebogen aufgefasst. Hierbei wird jede mögliche (multiple) Antwort, die eine Teilmenge des Stichprobenraumes darstellt, als eigenständige Entität betrachtet. Somit werden die finiten Random Sets auf (gewöhnliche) Zufallsvariablen reduziert, die nun in einen transformierten Raum abbilden. Im Rahmen einer Analyse von Wahlabsichten hat der vorgeschlagene Ansatz gezeigt, dass die Unentschlossenen mit ihm genauer charakterisiert werden können, als es mit den gängigen Methoden möglich ist. Obwohl die vorgestellte Analyse, betrachtet als ein erster Schritt, auf mengenwertige Daten angewendet wird, die vor dem Hintergrund der wissenschaftlichen Forschungsfrage in geeigneter Weise selbst konstruiert worden sind, zeigt diese dennoch klar, dass die Möglichkeiten dieses generellen Ansatzes nicht ausgeschöpft sind, so dass er auch in komplexeren Situationen angewendet werden kann. Andererseits werden unscharfe Daten durch eine mengenwertige Einfachimputation (imprecise imputation) erzeugt. Hier werden die finiten Random Sets als Ergebnis einer (unspezifizierten) Vergröberung interpretiert. Der Ansatz wird im Rahmen des Statistischen Matchings vorgeschlagen, das verwendet wird, um gemeinsame Informationen über ursprünglich nicht zusammen erhobene Merkmale zur erhalten. Dieses ist insbesondere relevant bei der Datenproduktion, beispielsweise in der amtlichen Statistik, weil es erlaubt, die verschiedenartigen Informationen aus unterschiedlichen bereits vorhandenen Datensätzen zu einen neuen Datensatz zu verschmelzen, ohne dass dafür tatsächlich Daten neu erhoben werden müssen. Zudem müssen die Daten für den Datenaustausch in geeigneter Weise anonymisiert sein. Für die spezielle Klasse der Anonymisierungstechnik der Mikroaggregation wird ihre Eignung im Hinblick auf die Verwendbarkeit in generalisierten linearen Regressionsmodellen geprüft. Hierfür werden die mikroaggregierten Daten als eine Menge von möglichen, unbeobachtbaren zu Grunde liegenden Datensituationen aufgefasst. Es werden zwei Herangehensweisen präsentiert: Als Erstes wird eine maximax-ähnliche Optimisierungsstrategie verfolgt, dabei werden die zu Grunde liegenden unbeobachtbaren Daten als Nuisance Parameter in das Regressionsmodell aufgenommen, was eine enge, aber auch über-optimistische Schätzung der Regressionskoeffizienten liefert. Zweitens wird ein Ansatz im Sinne der partiellen Identifikation angewendet, der per se schon vorsichtiger ist (als der vorherige), indem er nur die Menge aller möglichen Regressionskoeffizienten schätzt, die erhalten werden können, wenn die Schätzung auf jeder zu Grunde liegenden Datensituation durchgeführt wird. Unscharfe Daten haben gegenüber präzisen Daten den Vorteil, dass sie zusätzlich die Unsicherheit der einzelnen Beobachtungseinheit umfassen. Damit besitzen sie einen höheren Informationsgehalt. Allerdings gibt es zur Zeit nur wenige glaubwürdige statistische Modelle, die mit unscharfen Daten umgehen können. Von daher wird die Erhebung solcher Daten bei der Datenproduktion vernachlässigt, was dazu führt, dass entsprechende statistische Modelle ihr volles Potential nicht ausschöpfen können. Dies verhindert eine vollumfängliche Bewertung, wodurch wiederum die (Weiter-)Entwicklung jener Modelle gehemmt wird. Dies ist eine Variante des Henne-Ei-Problems. Diese Schrift will durch Vorschlag konkreter Methoden hinsichtlich des Umgangs mit unscharfen Daten in relevanten Anwendungssituationen Lösungswege aus der beschriebenen Situation aufzeigen und damit die entsprechende Datenproduktion anregen