Contents of the paper

First Examples Section

whole iframe

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
  • 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…

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