Notes on Prologue
- non-bayesians say bayesian is one way of doing things
- bayesians say
- bayesian is the right way of doing things
- non-bayesian methods are approximations or an alternative when bayesian too hard to calculate
Notes on Introduction
- we believe all sorts of things and do not believe others
- even though we strictly dont have all information we need to be 100% certain
- statistics is a tool when we cannot be 100% certain
- in bayesian statistics probabilities are in the mind, not in the world
- i.e. when we obtain more information the probabilities in our mind change
- bayesian methods tell us exactly how to update our probabilities when we get new information
Notes on First Examples
- we start with prior probabilities and we update these with data to get posterior probabilities
- Bayes box is a table that helps up calculate posterior probabilities more easily
- we start by choosing values for prior probabilities and assigning to our competing hypotheses
- bayes rule
- bayes box is basically applying bayes rule lots of times, once for each hypothesis
- phone example
- we now get onto important equations
notes chapter 4 onwards that didn’t get finished
Notes on Parameter Estimation: Bayes Box
- Almost any problem in statistics can be framed as a parameter estimation problem.
- we move into probability of a good bus problem and use a discrete prior each with equal probability
Notes on Parameter Estimation: Analytical Methods
- we move away from a small set of possible values to a prior distribution
- only analytical methods before computers
- when maths doesnt work out nicely, MCMC and JAGS
- we turn the bus prior into a continuous uniform distribution
- if using a bayes box we would have infinite number of rows
- parameter estimation form of bayes rule
\(posterior \propto prior \times likelihood\)
\(p(\theta | x) \propto p(\theta)p(x|\theta)\) - the proportional sign can save a bunch of work as can get rid of constant factors
- the example shows uniform prior with binomial likelihood gives binomial posterior
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which makes sense given prob denisity of unifor is 1
- randome variable isnt best description as it is rather a measure of uncertainty in our beliefs
- is a how likely a good bus is example we use a binomial for a sampling distribution and a few other options for priors: uniform, and 2 betas
- first beta uses:
\(\theta^{1/2}(1 - \theta)^{1/2}\)
it is only proportional to though…
as you can see needs to be normalised…
- first beta uses:
\(\theta^{100}(1 - \theta)^{100}\)
it is only proportional to though…
as you can see needs to be normalised…
sssssss