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Philosophy and the practice of Bayesian statistics [pdf]
- pseut 14y agoHaven't had time to read the whole article yet, but these two paragraphs from the conclusion (p. 24-25) are excellent: "In our hypothetico-deductive view of data analysis, we build a statistical model out of available parts and drive it as far as it can take us, and then a little farther. When the model breaks down, we dissect it and figure out what went wrong. For Bayesian models, the most useful way of figuring out how the model breaks down is through posterior predictive checks, creating simulations of the data and comparing them to the actual data. The comparison can often be done visually; see Gelman et al. (2004, Chapter 6) for a range of examples. Once we have an idea about where the problem lies, we can tinker with the model, or perhaps try a radically new design. Either way, we are using deductive reasoning as a tool to get the most out of a model, and we test the model – it is falsifiable, and when it is consequentially falsified, we alter or abandon it. None of this is especially subjective, or at least no more so than any other kind of scientific inquiry, which likewise requires choices as to the problem to study, the data to use, the models to employ, etc. – but these choices are by no means arbitrary whims, uncontrolled by objective conditions. "Conversely, a problem with the inductive philosophy of Bayesian statistics – in which science ‘learns’ by updating the probabilities that various competing models are true – is that it assumes that the true model (or, at least, the models among which we will choose or over which we will average) is one of the possibilities being considered. This does not fit our own experiences of learning by finding that a model does not fit and needing to expand beyond the existing class of models to fix the problem." And section 4, which discusses issues that arise in Bayesian statistics when working with multiple candidate models, is interesting and agrees with my limited experience, especially 4.3: "Why not just compare the posterior probabilities of different models?" ps (to the submitter), it might be helpful when submitting a 30 page paper to mention what part of the paper you'd like to discuss. It makes it easier to get started.
- tunesmith 14y agoAs someone who didn't study statistics in college, a paper like this is right in that uncomfortable no-man's land between what I understand and what I'm interested in - it seems to tie into several subjects I have layman's interest in. For instance, there is the controversy over how useful models are - are they worthwhile goals we can actually draw conclusions from, or are they simply shortcuts on our way to a more reductionist understanding of a phenomena? Is "emergence" a meaningful concept or an empty concept? Is "systems thinking" a valid concept or just a lack of discipline in the effort to understanding things in a reductionist manner? People here seem to hate Stephen Wolfram but his writing has made some concepts approachable to me that I might not have grasped otherwise - for instance, that computational irreducibility means that even if the world is entirely reductionist, it still doesn't mean that we can deduce the reductionist reality/inputs from an output. And so therefore, models are useful even though they are wrong. This is also a point that Paul Krugman often makes about economic models - people who disregard models on the grounds that they are wrong just don't grasp the value of them, he argues. Most of what I've learned about Bayesianism is what I've read from the first few articles over at lesswrong.com - but I noticed pretty early on that I had a discomfort in using probability as a description of what I believed to be true. It seems the general point of this paper is that Bayesianism is useful for deductive techniques - as a tool in a toolset to support a frequentist view? - but not so much as an expression of a subjectivist philosophy. I appreciated this point: "Beyond the philosophical difficulties, there are technical problems with methods that purport to determine the posterior probability of models, most notably that in models with continuous parameters, aspects of the model that have essentially no effect on posterior inferences within a model can have huge effects on the comparison of posterior probability among models." More generally the paper seems to be making the point that using the Bayesian philosophy to address models is improper in general since the premise of Bayesianism is to update beliefs based off of evidence/data, while we know that belief-in-a-model is pointless since models are wrong. But past that point I got pretty lost.
- loup-vaillant 14y ago> I noticed pretty early on that I had a discomfort in using probability as a description of what I believed to be true. If it can ease your discomfort: what else? In colloquial language, we already do have pretty good descriptors of subjective beliefs, such as "I don't think so", "I'm damned sure", "maybe"… It is only natural to call the quantitative version of those "probabilities" —at least to me. As for frequency properties of seemingly "random" phenomenons, they're a property of the real world, ready for the study. I'd have much more discomfort calling that "probabilities".
- tunesmith 14y agoI agree that colloquially speaking, it aligns most with what we believe. What I have trouble with is that you and I could assign different probabilities (via beliefs) to an external event that has only one probability of happening. Just in that sentence I used the word "probability" correctly both times, yet it has two different conflicting meanings.
- loup-vaillant 14y agoThen just use different words. Break it down to "degree of subjective belief" and "frequency property" if you have to. Still, I prefer to use the short hand "probability" to mean the former, for two reasons: first, "degree of subjective belief" is what most lay-people will understand when we say "probability". Second, even scientists have this meaning messing up with their intuitions, even if when they write papers, they really do mean "frequency property". That can be a major obstacle for science. Let me quote Edwin T. Jaynes (long, but worth it): Those who cling to a belief in the existence of "physical probabilities" may react to the above arguments by pointing to quantum theory, in which physical probabilities appear to express the most fundamental laws of physics. Therefore let us explain why this is another case of circular reasoning. We need to understand that present quantum theory uses entirely different standards of logic than does the rest of science. In biology or medicine, if we note that an effect E (for example, muscle contraction, phototropism, digestion of protein) does not occur unless a condition C (nerve impulse, light, pepsin) is present, it seems natural to infer that C is a necessary causative agent for E. Most of what is known in all elds of science has resulted from following up this kind of reasoning. But suppose that condition C does not always lead to eect E; what further inferences should a scientist draw? At this point the reasoning formats of biology and quantum theory diverge sharply. In the biological sciences one takes it for granted that in addition to C there must be some other causative factor F, not yet identied. One searches for it, tracking down the assumed cause by a process of elimination of possibilities that is sometimes extremely tedious. But persistence pays off; over and over again medically important and intellectually impressive success has been achieved, the conjectured unknown causative factor being finally identified as a definite chemical compound. Most enzymes, vitamins, viruses, and other biologically active substances owe their discovery to this reasoning process. In quantum theory, one does not reason in this way. Consider, for example, the photoelectric effect (we shine light on a metal surface and find that electrons are ejected from it). The experimental fact is that the electrons do not appear unless light is present. So light must be a causative factor. But light does not always produce ejected electrons; even though the light from a unimode laser is present with absolutely steady amplitude, the electrons appear only at particular times that are not determined by any known parameters of the light. Why then do we not draw the obvious inference, that in addition to the light there must be a second causative factor, still unidentified, and the physicist's job is to search for it? What is done in quantum theory today is just the opposite; when no cause is apparent one simply postulates that no cause exists —ergo, the laws of physics are indeterministic and can be expressed only in probability form. The central dogma is that the light determines, not whether a photoelectron will appear, but only the probability that it will appear. The mathematical formalism of present quantum theory —incomplete in the same way that our present knowledge is incomplete— does not even provide the vocabulary in which one could ask a question about the real cause of an event. Biologists have a mechanistic picture of the world because, being trained to believe in causes, they continue to use the full power of their brains to search for them —and so they find them. Quantum physicists have only probability laws because for two generations we have been indoctrinated not to believe in causes —and so we have stopped looking for them. Indeed, any attempt to search for the causes of microphenomena is met with scorn and a charge of professional incompetence and `obsolete mechanistic materialism'. Therefore, to explain the indeterminacy in current quantum theory we need not suppose there is any indeterminacy in Nature; the mental attitude of quantum physicists is already sufficient to guarantee it. This one has been quite an eye opener, making me doubt even Many Worlds, which for one still doesn't explain the Born statistics. Still, thanks to Eliezer's Quantum Physics sequence, I'm now convinced that to the best of Science's knowledge (and despite what many physicists say) the laws of physics are most probably deterministic. Which would instantly solve the conflict by rendering "probability" nonsensical when applied to physical phenomena.
- zenburnmyface 14y agoIf you are interested in the practical practice of Bayesian methods (and you love Python), check out our open-source project/book Bayesian Methods for Hackers: https://github.com/CamDavidsonPilon/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers https://github.com/CamDavidsonPilon/Probabilistic-Programmin... We aim to empower the non-mathematician with really cool tools and methods to solve otherwise very difficult problems. Plus it's all opensource, and every plot/diagram is reproducible and extendable.
- anymane 14y agoYour book seems very interesting. I await the other chapters eagerly
- tmarthal 14y agoAs an aside, I just want to thank you for making the project/book text available as iPython notebooks. I haven't seen a mathematical writeup as beautiful and interactive as the chapters that you've put out. I've only had time to go through a couple of them, but it really is a treat. Also, I've learned so much more about how people use python to do analysis and all sorts of other things through ipynb files than reviewing traditional python libraries/code. I wish more people would publish using them.
- bobwaycott 14y agoWow, this is fantastic! Thank you for one of the sweetest projects I've seen this year.
- chimeracoder 14y agoI never thought I'd see a 31-page paper by Andrew Gelman on the front page of Hacker News. And certainly not a paper coauthored with a well-known frequentist! I was lucky enough to work with Prof. Gelman as his research assistant while I was in school - I can't even being to tell you how prolific and brilliant that man is. His name may not be known very much outside academic circles, but I'd go as far as to say that he's the most important Bayesian statistician since Thomas Bayes. He used to be a contributor to FiveThirtyEight, back before the Times picked it up. I used to explain FiveThirtyEight as 'one of the six blogs Andrew Gelman writes for'. Now, I explain Andrew Gelman as 'a former contributor to Nate Silver's blog'. How times have changed! Gelman's approach to statistics is more wholly Bayesian than most people with a moderate level of statistical training are likely familiar with. It was from Gelman that I learned why I never need to perform an F-test[0]; at the same time, it was from Gelman that I learned some of the potential pitfalls of pure Bayesian reasoning[1] (and how to address them). When people ask me where to get started with statistics, both of the books I recommend are Gelman's: Teaching Statistics: A Bag of Tricks and Data Analysis Using Regression and Multilevel/Hierarchical Models. Both have tremendously off-putting titles, but they're actually incredibly accessible. Gelman is great at many things, but picking sexy titles is not one. If you're interested in understanding the concepts behind this paper, I'd start there. [0] http://andrewgelman.com/2009/05/18/noooooooooooooo/ http://andrewgelman.com/2009/05/18/noooooooooooooo/ [1] The linked paper provides a good analysis
- realitygrill 14y agoShalizi is no slouch either - his notebooks are fascinating. http://vserver1.cscs.lsa.umich.edu/~crshalizi/notabene/ http://vserver1.cscs.lsa.umich.edu/~crshalizi/notabene/
- darkmethod 14y agoThank you so much for sharing this. Tidbits of resources like this is _the_ reason I frequent Hacker News.
- realitygrill 14y ago
- olympus 14y agoFrequentist here. This paper makes me hate Bayesians a little less. The reason is because a general thrust of the paper (since I have only had time to give it a once-over) seems to be that just because you are a Bayesian it doesn't mean that you have to get rid of model adequacy checks. Not having model adequacy checks is why I think Bayesians run around with a magic wand saying, "poof! there's an optimal model." After proving a theoretical optimality they never check to see if the real world data supports their arguments. So I'm glad to see a prominent Bayesian saying that you don't have to throw model checking out the window. On a secondary note, I have to lament the use of philosopy in a math paper. I realize that many prominent mathematicians are/were also philosophers and that the two subjects are somehow linked at some level. But really I think that putting philosophy in a math paper is an excuse to use more big words and sound smart. Most of us would like to have a set of formulas to apply and not worry about-- forgive me if I for what I'm about to say-- fuzzy non-science like philosophy and the implications that it might have on our cold hard numbers. Can each 31 page paper that combines math with philosophy come with a 5 page companion paper that leaves out the philosopy and just has the applicable math stuff?
- rafcavallaro 14y agoI think your objection misses the fundamental point of the paper which is that blindly applying formulae (in this case Bayesian ones) without considering the part these computations play in the whole scientific process leads to bad science. Specifically, it leads to assuming that the correct model is already among those being considered. The authors say this is often not the case and assuming so often leads to stagnation in the relevant discipline. This isn't an article that hands the readers a set of rote instructions, it's a warning that rote application is bad science because good science doesn't merely compare existing models with the data, good science proposes new and better models. This is fundamentally an article on the philosophy of science so leaving out the philosophy would make the article pointless. In general, people who are good at symbolic manipulation are often in search of a methodology that allows them to only do symbolic manipulation and relieves them of the difficult task of doing semantics as well. The article is saying that there's no free lunch here - we have to do the semantics as well, we have to understand why models don't perform well and come up with the creative insights necessary to replace them with new ones.
- pertinhower 14y agoI... uh.... How did this get here?
- dean 14y agoThe author's point that the most successful forms of Bayesian statistics accord much better with sophisticated forms of hypothetico-deductivism is reminiscent of the epistemology of normative value(s) which furnish a provisional lens for the analysis of the systemization of statistical transparency. OK, half of that sentence is from an academic bullshit generator. I won't tell you which half. Unfair, I know. That paper is clearly not meant for the general public, but still, learn how to communicate.