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While studying Bayesian Learning, I have encountered the term, Aleatoric and Epistemic uncertainty, but I have just found it a bit confusing to understand. I believe I haven't found good references to understand the term. What do they mean and what could be examples for these two terms? Hope some plain literal explanation.

xabzakabecd
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    This is the rare case (concerning statistical terminology) where consulting an English dictionary will actually help clear things up. – whuber Oct 30 '20 at 16:35
  • Also a rare case of a statistical text incorporating terminology from the humanities and, more specifically, critical theory. See, e.g., The Cultural Studies Reader https://www.amazon.com/Cultural-Studies-Reader-Simon-During/dp/0415374138/ref=pd_ybh_a_2 –  Oct 30 '20 at 17:38
  • See also https://stats.stackexchange.com/questions/332026/can-we-think-of-a-probability-in-both-the-classical-and-subjective-sense-simulta/332218#332218 – kjetil b halvorsen Apr 05 '23 at 16:15

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A short and very simplified literal explanation:

Aleatoric: uncertainty about the result of an experiment that we can repeat, e.g. dice roll. What is the probability of rolling a 6? - the view of frequency statistics

Epistemic: uncertainty stemming from insufficient knowledge, e.g. one-time experiment (no repeating). What is the probability that - as a result of global warming - the average temperature will be 2 degrees higher in 2050?

I hope it helped :-)

jumpini
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  • Is Aleatoric for Frequentist and is Epistemic for Bayesian? – xabzakabecd Nov 02 '20 at 18:00
  • In general, I think yes. The epistemic is at most the view of Bayesian statistics, but there is not a strict wall between them. You can use Bayesian approach for frequency problems too. Let we have an apriori distribution and we can make some experiments and then based on these experiments (and taking into consideration the apriori distribution) we get the posterior distribution. :) – jumpini Nov 15 '20 at 11:49