Alexander Kruel 2010 Guide Bayes Theorem

A Guide to Bayes’ Theorem – A few links
kruel.co/2010/02/27/a-guide-to-bayes-theorem-a-few-links
2010-02-27 in Education | 7 comments
Beginner
intermediate
Advanced
Philosophical foundations
Other guides
A Guide to Bayesian Statistics
miscellaneous
Bayes’ theorem
A law of probability that describes the proper way to incorporate new evidence into prior
probabilities to form an updated probability estimate. Bayesian rationality takes its name
from this theorem, as it is regarded as the foundation of consistent rational reasoning under
uncertainty. A.k.a. “Bayes’s Theorem” or “Bayes’s Rule”.
The Nature of Probability
Eliezer Yudkowsky is on bloggingheads.tv with the statistician Andrew Gelman.
Several different points of fascination about Bayes…
Bayes’ Theorem
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When looking further, there is
however a whole crowd on the
blogs that seems to see more in
Bayes’s theorem than a mere
probability inversion…
Bayesian statistics
Bayesian statistics is a system for

describing epistemological
uncertainty using the mathematical
language of probability.
Bayesian probability
Bayesian probability is one of the

most popular interpretations of the
concept of probability.
Probability Theory As
Extended Logic
Edwin T. Jaynes was one of the

first people to realize that
probability theory, as originated by
Laplace, is a generalization of Aristotelian logic that reduces to deductive logic in the
special case that our hypotheses are either true or false. This web site has been established to
help promote this interpretation of probability theory by distributing articles, books and
related material. As Ed Jaynes originated this interpretation of probability theory we have a
large selection of his articles, as well as articles by a number of other people who use
probability theory in this way…
“Philosophy and the Practice of Bayesian Statistics,” A. Gelman & C.

Shalizi (2010)
Bayesian statistics is so closely linked with induction that one often hears it called
“Bayesian induction.” What could be more inductive than taking a prior, gathering data,
updating the prior with Bayes Law, and limiting to the true distribution of some parameter?
Gelman (of the popular statistics blog) and Shalizi point that, in practice, Bayesian statistics
should actually be seen as Popper-style hypothesis-based deduction. The problem is
intricately linked to the “taking a prior” above.
Clearing up some misconceptions about Bayesian statistics
Applied Bayes’ Theorem: Reading People
Or, how to recognize Bayes’ theorem when you meet one making small talk at a cocktail
party.
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Snow and Bayesian probability
Still, I’m sure Blogger won’t mind me using their resources instead. The basic idea is that
there’s a distinction between true values x and measured values y. You start off with a prior
probability distribution over the true values. You then have a likelihood function, which
gives you the probability P(y|x) of measuring any value y given a hypothetical true value x.
The scientific method revisited
In other words, What is so special about starting with a human-generated hypothesis?

Bayesian methods suggest what I think is the right answer: To get from probabilistic
evidence to the probability of something requires combining the evidence with a prior
expectation, a “prior probability”, and human hypothesis generation enables this
requirement to be ignored with considerable practical success.
Frequentist Statistics are Frequently Subjective
Andrew Gelman recently responded to a commenter on the Yudkowsky/Gelman diavlog; the

commenter complained that Bayesian statistics were too subjective and lacked rigor. I shall
explain why this is unbelievably ironic…
Pavlov’s Dogs – Proving the Null With Bayesianism
Maybe this kind of Bayesian method for “proving the null” could be used to achieve a better
balance.
Bayesian brain
Bayesian brain is a term that is used to refer to the ability of the nervous system to operate
in situations of uncertainty in a fashion that is close to the optimal prescribed by Bayesian
statistics.
Share likelihood ratios, not posterior beliefs
Monty Hall problem formally proven using Bayes’ theorem
—————————————
P.S.
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A Guide to Bayes’ Theorem – A few links

2010-02-27 in Education | 7 comments

The Nature of Probability

Eliezer Yudkowsky is on bloggingheads.tv with the statistician Andrew Gelman.

Several different points of fascination about Bayes…

Bayesian statistics is a system for

Bayesian probability is one of the

Edwin T. Jaynes was one of the

“Philosophy and the Practice of Bayesian Statistics,” A. Gelman & C.

Clearing up some misconceptions about Bayesian statistics

Applied Bayes’ Theorem: Reading People

The scientific method revisited

In other words, What is so special about starting with a human-generated hypothesis?

Frequentist Statistics are Frequently Subjective

Andrew Gelman recently responded to a commenter on the Yudkowsky/Gelman diavlog; the

Pavlov’s Dogs – Proving the Null With Bayesianism

Share likelihood ratios, not posterior beliefs

Monty Hall problem formally proven using Bayes’ theorem

Expect this link collection to be permanently updated.

Please post a comment if you have something to add.

Tags: Bayes' Theorem, bayesian, bayesianism, guide, introduction, math, mathematics,

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