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Bayes's Theorem: What's the Big Deal?

blogs.scientificamerican.com

171–180 of 267 posts

Re: Bayes's Theorem: What's the Big Deal?

#171

Interesting that they mention the medical case, when there's some psychological work around the idea that we should present these cases in terms of natural frequencies instead of Bayes' theorem. The natural frequencies approach is to say "if 10000 people take the test, 100 will have cancer. Of them, 99 will get an accurate positive test, and 1 will have a false negative test. Of the other 9900, 99 will receive a fals…

It's true that when the question is formed in frequentist terms, the answer is much more intuitive. But is that how the problem occurs in real life? The doctor doesn't see ten thousand people take a test; they see a person take a test, and get either a positive or negative result. The traditional way of forming the problem seems closer to actual experience: 'your patient tested positive. you know how accurate the tes…

> formed in frequentist terms

I suspect that this is simply a sense of scale, with the freq-vs-bayes aspect playing only a minor role.

The normalization that happens when you use percentages and 0.0 -> 1.0 probabilities is often useful, but it can sometimes obscure the magnitude of some relationships. It's easier to understand the sense of scale when you say "1 out of every 100,000 people" (which is easily extended to "a handful of people in a large city"). The same information is presented as "0.001% of the population" requires the reader to do more mental math if they want to understand how many people could be affected.

Knowing how to interpret false-positives and false-negatives is very important, but doctors are busy people who have to memorize a lot of data. It is probably better for patients if they can at least remember if something is "common" vs "rare" when they need to make a quick decision.

Re: Bayes's Theorem: What's the Big Deal?

#172
post #31

Earlier quoted context omitted.

Do priors just start you off closer to the truth? That is to say, if you start with any prior, will enough additional pieces of evidence always let you converge on the truth? Does anyone commonly set their priors to be a distribution? Perhaps a range or actually a normal distribution to represent a prior with uncertainty?

This comes to mind: https://en.wikipedia.org/wiki/Aumann's_agreement_theorem Essentially, two genuine Bayesian rationalists (with some hand wavy preconditions) cannot agree to disagree; ie, they will eventually converge onto the same understanding of an event.

One of the "handy wavy preconditions" is that they share priors. This nearly never happens in the real world. Almost all disagreements can be traced to differing priors.

Re: Bayes's Theorem: What's the Big Deal?

#173

Earlier quoted context omitted.

What? Who said “math gives nothing”? I spend most of my day building things out of math. I think math and scientific inquiry are basically the most important tools invented/popularized in the past 1000 years. The lapse here is not math, but rather spending lots of attention on abstract thought disconnected from any kind of reality check. Of course, there’s nothing inherently wrong with speculating sans evidence about…

I think this is a common problem when people working in fields that have somewhat accurate mathematical models look at fields that don't. They often don't realize how hard it is to create an accurate mathematical model for many situations, and assume that the other fields don't have them because the individuals who work in said fields aren't as good at math. Which is why every so often you'll get things like a physic…

This goatkcd sums up that also http://goatkcd.com/793/sfw

Re: Bayes's Theorem: What's the Big Deal?

#174
post #48

The current fashion for BT really bugs me. BT inverts conditional probabilities. If you can estimate P(E), P(H) and P(E|H) better than P(H|E) it will give you a better result. It is one of many probability identities. But someone it has become 'the one', as if, say P(H|E) = P(H&E)/P(E) isn't much use, but put two of those together: world changing. I've seen so much crap come out of this fad. My particular favourite i…

Of course two people can come to different conclusions based on a Bayesian analysis of the same question, if their priors are different. The benefit of Bayes' Theorem is to make explicit the dependency of the result on the prior.

Re: Bayes's Theorem: What's the Big Deal?

#176

Earlier quoted context omitted.

The LessWrong folks aren’t obviously better or worse at calculating priors than anyone else. The “problem” is that their hobby is spending their free time considering outlandish scenarios, inventing arbitrary assumptions related to such scenarios, drawing questionable conclusions, and then convincing themselves that because they used logic and math, their analysis must be correct. Plenty of other folks who spend time…

I've been saying t forever. Thanks for putting it so succinctly. LessWrong is a cult of people who want to be smart and they've essentially found a community in which certain assumptions and hypothetical scenarios combined with mathematical concepts make them think they've found the answer to everything in the Universe. They're no better than any other cult in my book. The problem is that it's only going to get worse…

What is the answer to everything in the Universe they think they've found?

I've read a lot of the bigger posts on Lesswrong (http://lesswrong.com/top/?t=all) and none of them are anything like.

No better than any other cult? How are you deciding that? The LW community hasn't killed people. Doesn't cut people off from their family. Does't emotionally/physically abuse people. Etc...

Even if they are a "cult", this puts them miles ahead of other cults, like say, Scientology which has done far, far more harm to people.

I struggle to think in what way LW has harmed anyone at all.

Re: Bayes's Theorem: What's the Big Deal?

#177

Earlier quoted context omitted.

http://rationalwiki.org/wiki/Roko%27s_basilisk

https://en.wikipedia.org/wiki/Pascals_wager I don't think it would be fair to malign philosophers because they come up with outlandish scary scenarios that scare people with OCD sometimes. It's not like LW gives Roko significant air time or serious treatment (EY freaking out and deleting it was partially principle of the thing, partially the fear that somebody might follow this road of thought to come up with somethi…

It's less about the plausibility of the thought experiment, and more about typical online drama and hysteria that ensued, which sort of belies that LW is made up of mortals like you and me. They aren't hyper-rational machines, after all.

Re: Bayes's Theorem: What's the Big Deal?

#178
post #14

I've been saying this for years , and this is a large reason why I find the LessWrong folks to be almost entirely full of it. Their inability to come up with accurate priors is completely lost on many of the folks who follow this kind of thinking. A couple of comments are saying, "no duh" to this article, but those folks likely don't realize quite how many other people are falling into this trap. "Garbage in, garbage…

Except that at least with Bayesian methods the prior is explicitly laid out.

Frequencist methods when they are used to make predictions and get useful information out of experiments have hidden implicit priors that bias inferences in opaque ways.

The very honest frequencists will admit that their procedures are only rejecting hypotheses so small as to have no practical utility. Others will use weird and dishonest doublespeak where they call rejecting an insignificantly small hypothesis "statistical significance".

But I suppose they do redeem themselves a bit with the wording "null hypothesis" which candidly conveys the sense of having significantly rejected _nothing_.

Re: Bayes's Theorem: What's the Big Deal?

#179
> Bayesians claim that their methods can help scientists overcome confirmation bias

The claim isn't that Bayesianism somehow prevents biases. Using a Bayesian approach is important in science because frequentism answers the wrong question[1].

    Many scientists operate as if the confidence interval is a Bayesian
    credible region, but it demonstrably is not ...

    I think the reason this mistake is so common is that in many simple
    cases ... the confidence interval and the credible region happen
    to coincide. Frequentism, in this case, correctly answers the question
    you ask, but only because of the happy accident that Bayesianism gives
    the same result for that problem.
[1] http://jakevdp.github.io/blog/2014/06/12/frequentism-and-bay...

(I'm referencing part 3 for the discussion of why frequentism is inappropriate in science, but I recommend reading the series from the beginning)

Re: Bayes's Theorem: What's the Big Deal?

#180

Earlier quoted context omitted.

Bayesian analysis comes directly from the probability axioms, which are 'frequentist'.

Huh? You mean the Kolmogorov axioms? In what sense are these 'frequentist'?

The third axiom just counts the event space.
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