scholarly journals An In-Class Demonstration of Bayesian Inference

2019 ◽  
Author(s):  
Johnny van Doorn ◽  
Dora Matzke ◽  
Eric-Jan Wagenmakers

Sir Ronald Fisher's venerable experiment "The Lady Tasting Tea'' is revisited from a Bayesian perspective. We demonstrate how a similar tasting experiment, conducted in a classroom setting, can familiarize students with several key concepts of Bayesian inference, such as the prior distribution, the posterior distribution, the Bayes factor, and sequential analysis.

2019 ◽  
Vol 19 (1) ◽  
pp. 36-45
Author(s):  
Johnny van Doorn ◽  
Dora Matzke ◽  
Eric-Jan Wagenmakers

Sir Ronald Fisher’s venerable experiment “The Lady Tasting Tea” is revisited from a Bayesian perspective. We demonstrate how a similar tasting experiment, conducted in a classroom setting, can familiarize students with several key concepts of Bayesian inference, such as the prior distribution, the posterior distribution, the Bayes factor, and sequential analysis.


2017 ◽  
Vol 45 ◽  
pp. 1760038
Author(s):  
Rubens M. Marinho ◽  
Heitor O. de Oliveira ◽  
Nadja S. Magalhães ◽  
Rodolfo Valentim ◽  
Jaziel G. Coelho ◽  
...  

The goal of this work is to apply Bayesian statistics to the problem of pulsars in order to compute the Bayes factor and investigate which one among different EoS could better fit known pulsar data, regarding the rate of decrease of the angular velocity versus the angular velocity itself. We also find the posterior distribution and the best fit for some relevant parameters of the pulsar like the mass and the magnetic field.


2021 ◽  
Vol 4 (1) ◽  
pp. 251524592097262
Author(s):  
Don van Ravenzwaaij ◽  
Alexander Etz

When social scientists wish to learn about an empirical phenomenon, they perform an experiment. When they wish to learn about a complex numerical phenomenon, they can perform a simulation study. The goal of this Tutorial is twofold. First, it introduces how to set up a simulation study using the relatively simple example of simulating from the prior. Second, it demonstrates how simulation can be used to learn about the Jeffreys-Zellner-Siow (JZS) Bayes factor, a currently popular implementation of the Bayes factor employed in the BayesFactor R package and freeware program JASP. Many technical expositions on Bayes factors exist, but these may be somewhat inaccessible to researchers who are not specialized in statistics. In a step-by-step approach, this Tutorial shows how a simple simulation script can be used to approximate the calculation of the Bayes factor. We explain how a researcher can write such a sampler to approximate Bayes factors in a few lines of code, what the logic is behind the Savage-Dickey method used to visualize Bayes factors, and what the practical differences are for different choices of the prior distribution used to calculate Bayes factors.


2021 ◽  
Author(s):  
John K. Kruschke

In most applications of Bayesian model comparison or Bayesian hypothesis testing, the results are reported in terms of the Bayes factor only, not in terms of the posterior probabilities of the models. Posterior model probabilities are not reported because researchers are reluctant to declare prior model probabilities, which in turn stems from uncertainty in the prior. Fortunately, Bayesian formalisms are designed to embrace prior uncertainty, not ignore it. This article provides a novel derivation of the posterior distribution of model probability, and shows many examples. The posterior distribution is useful for making decisions taking into account the uncertainty of the posterior model probability. Benchmark Bayes factors are provided for a spectrum of priors on model probability. R code is posted at https://osf.io/36527/. This framework and tools will improve interpretation and usefulness of Bayes factors in all their applications.


1978 ◽  
Vol 3 (2) ◽  
pp. 179-188
Author(s):  
Robert K. Tsutakawa

The comparison of two regression lines is often meaningful or of interest over a finite interval I of the independent variable. When the prior distribution of the parameters is a natural conjugate, the posterior distribution of the distances between two regression lines at the end points of I is bivariate t. The posterior probability that one regression line lies above the other uniformly over I is numerically evaluated using this distribution.


Author(s):  
Edward P. Herbst ◽  
Frank Schorfheide

This chapter talks about the most widely used method to generate draws from posterior distributions of a DSGE model: the random walk MH (RWMH) algorithm. The DSGE model likelihood function in combination with the prior distribution leads to a posterior distribution that has a fairly regular elliptical shape. In turn, the draws from a simple RWMH algorithm can be used to obtain an accurate numerical approximation of posterior moments. However, in many other applications, particularly those involving medium- and large-scale DSGE models, the posterior distributions could be very non-elliptical. Irregularly shaped posterior distributions are often caused by identification problems or misspecification. In lieu of the difficulties caused by irregularly shaped posterior surfaces, the chapter reviews various alternative MH samplers, which use alternative proposal distributions.


2020 ◽  
Vol 30 (1) ◽  
pp. 44-61 ◽  
Author(s):  
B. Jacobs

AbstractA desired closure property in Bayesian probability is that an updated posterior distribution be in the same class of distributions – say Gaussians – as the prior distribution. When the updating takes place via a statistical model, one calls the class of prior distributions the ‘conjugate priors’ of the model. This paper gives (1) an abstract formulation of this notion of conjugate prior, using channels, in a graphical language, (2) a simple abstract proof that such conjugate priors yield Bayesian inversions and (3) an extension to multiple updates. The theory is illustrated with several standard examples.


2018 ◽  
Vol 1 (2) ◽  
pp. 281-295 ◽  
Author(s):  
Alexander Etz ◽  
Julia M. Haaf ◽  
Jeffrey N. Rouder ◽  
Joachim Vandekerckhove

Hypothesis testing is a special form of model selection. Once a pair of competing models is fully defined, their definition immediately leads to a measure of how strongly each model supports the data. The ratio of their support is often called the likelihood ratio or the Bayes factor. Critical in the model-selection endeavor is the specification of the models. In the case of hypothesis testing, it is of the greatest importance that the researcher specify exactly what is meant by a “null” hypothesis as well as the alternative to which it is contrasted, and that these are suitable instantiations of theoretical positions. Here, we provide an overview of different instantiations of null and alternative hypotheses that can be useful in practice, but in all cases the inferential procedure is based on the same underlying method of likelihood comparison. An associated app can be found at https://osf.io/mvp53/ . This article is the work of the authors and is reformatted from the original, which was published under a CC-By Attribution 4.0 International license and is available at https://psyarxiv.com/wmf3r/ .


Geophysics ◽  
2020 ◽  
Vol 85 (5) ◽  
pp. M57-M71 ◽  
Author(s):  
Dario Grana

Bayesian methods are commonly used for geophysical inverse problems, such as seismic and rock-physics inversion, for the prediction of petroelastic properties. Bayesian inversion is based on Bayes’ theorem and combines the information from a prior distribution and a likelihood function; in geophysical applications, the prior model generally includes the available geologic information about the model variables, whereas the likelihood includes the geophysical models that link the model to the data. The goal of Bayesian inversion is to estimate the posterior distribution of the model variables conditioned by the measured data. The focus is on the prior model and its parameters. Typically, the parameters of the prior distributions are assumed to be fixed, for example, the mean and standard deviation of the prior distribution of petroelastic properties in seismic inversion or the facies proportions and transition probabilities in facies classification. I have studied the posterior distribution of the model given the data in a Bayesian setting using multiple prior models. The posterior distribution is assessed by summing the contributions of all of the likelihood functions of the model given the data, using different sets of parameters, weighted by the probabilities of the parameters. I apply the mathematical formulation in different problems, including log-facies classification, seismic-facies classification, and petrophysical property prediction and using different methods for the prior model generation such as transition matrices, training images, and Gaussian mixture models with multiple modes. The results show that multiple prior models can match the data and that the uncertainty in the prior parameters should be accounted for in the posterior distribution of the reservoir properties.


1989 ◽  
Vol 3 (4) ◽  
pp. 453-475 ◽  
Author(s):  
P.J.M. Van Laarhoven ◽  
C.G.E. Boender ◽  
E.H.L. Aarts ◽  
A. H. G. Rinnooy Kan

Simulated annealing is a probabilistic algorithm for approximately solving large combinatorial optimization problems. The algorithm can mathematically be described as the generation of a series of Markov chains, in which each Markov chain can be viewed as the outcome of a random experiment with unknown parameters (the probability of sampling a cost function value). Assuming a probability distribution on the values of the unknown parameters (the prior distribution) and given the sequence of configurations resulting from the generation of a Markov chain, we use Bayes's theorem to derive the posterior distribution on the values of the parameters. Numerical experiments are described which show that the posterior distribution can be used to predict accurately the behavior of the algorithm corresponding to the next Markov chain. This information is also used to derive optimal rules for choosing some of the parameters governing the convergence of the algorithm.


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