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Lecture 13: Bayesian Aggregation of Evidence

Jacob Steinhardt

Stat 157, Spring 2022

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Warm-up Question

  • Your friend texts you and says they woke �up with a headache after staying up late �last night. You’re worried about whether �they have Covid.
  • They don’t have a fever or a cough, and �have a negative antigen test.
  • How likely is your friend to be sick, relative �to a random person at Berkeley?

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Bayes’ Rule

  • p(A|B) = p(B|A) * p(A) / p(B)
  • A = “has Covid”
  • B = “headache, no cough, no fever, negative test”

Sometimes more useful form (especially for binary outcomes):

  • p(A=1|B) / p(A=0|B) = (p(B|A=1)/p(B|A=0)) * p(A=1)/p(A=0)

“Posterior probability ratio = Likelihood ratio * Prior ratio”

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Likelihood Ratios

  • Likelihood ratio: (0.4/0.2) x (0.65/0.95) x (0.7/0.98) x (0.3/0.95) = 0.31
  • LR is < 1: less likely to be sick than a random student.
    • Mainly because of negative test

Observation

Prob | Covid

Prob | No Covid

Headache

40%

20%

No Cough

65%

95%

No Fever

70%

98%

Negative Test

30%

95%

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Example: Russia-Ukraine Evidence

For HW5 predictions, here were 4 pieces of evidence:

  • Russia sends “peacekeeping” forces into eastern Ukraine
  • Biden condemns Putin’s actions
  • Deputy Secretary of State calls Russian actions an invasion
  • Biden urges all Americans in Ukraine to leave immediately

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Other Examples

  • Will Ethereum go up or down next week, given that it went up last week?
  • Did this senator embezzle funds, given that they said they didn’t embezzle funds?
  • Will my friend be on time, given that they said they’ll be on time?
  • Am I right about this, given that I think I’m right about this?

In several cases above, Bayes’ rule provides a way to integrate base rates with other sources of evidence.

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Aristotle vs. Galileo

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Bacteria: Genetic vs. Acquired Immunity

https://academic.oup.com/genetics/article/28/6/491/6033179

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Exercise: Bayesian Romance

You go on a date. The conversation goes well and they laugh at your jokes. The date was only scheduled for an hour but you stick around for two and a half hours.��The next day you text them about a second date. It’s now been five days and you haven’t heard back. What’s the probability that they’re ghosting you?

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Coda: Incorporating Weak Evidence

  • Sometimes evidence is pretty weak–how do we tell if likelihood ratio is 1.05, 1.1, or 1.2?
  • Idea: think of many “similar” types of evidence
  • Example: for Campos vs. Haney prediction, I came up with 6 minor considerations that all felt ~equally important.
  • If all 6 had gone the same way, I’d have given 2:1 odds (e.g. 2/3 probability on the favored candidate)
  • So each individual consideration should have a likelihood ratio of 2^(⅙) = 1.12.
    • If they split 5-1 instead of 6-0, then LR = 2^(4/6) = 1.59, so P = 1.59/2.59 = 61%
    • Similarly, 4-2 split gives LR = 2^(2/6) = 1.26, so P = 1.26/2.26 = 56%.