First, a question Can we find the perfect value for a parameter?

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Presentation transcript:

First, a question Can we find the perfect value for a parameter?

Bayesian Methods Allow updating an existing probability when additional information is made available Allows flexibility when integrating different types of “data” to create probabilities Growing in popularity to solve real problems Provides a method to “update beliefs” Argued to be closer to how we think

Bayes' Theorem 𝑃 𝐴 𝐵 = 𝑃(𝐵|𝐴) 𝑃(𝐴) 𝑃(𝐵) The probability of A, given B, is the probability of B, given A, times the probability of A divided by the probability of B. Thomas Bayes first suggested using this equation to update existing probabilities

Example: Landslides P(A|B): Probability of a landslide given that it is raining P(A): Probability of a landslide P(B): Probability of rain P(B|A): Probability of rain given a landslide Number of days it has rained and had a landslide divided by the number of days with landslides

Definition 𝑃 𝐴 𝐵 = 𝑃(𝐵|𝐴) 𝑃(𝐴) 𝑃(𝐵) P(A|B) – posterior probability P(A) – prior probability, probability of A before B is observed P(B|A) – probability of observing B given A. P(B) – probability of B

Priors Informative prior – A prior that is based on data Uninformative prior – “objective” prior Principle of indifference: when in doubt, assign equal probabilities to all outcomes (from Jim)

Bayesian Continued… Hierarchical Bayes Bayesian networks Bayesian equations used to predict parameters in other equations in levels Bayesian networks Networks of equations/distributions

Tools WinBUGS – original Bayesian modeling package (worst UI ever!) GeoBUGS – Spatial Bayes? Laplaces Demon - a "complete environment for Bayesian inference", their web site also has some very nice introductory material (and some nice merchandise!). R Packages for Bayes – more on this…

R for Bayes R2WinBUGS – interface to WinBUGS JAGS – Designed to work with R rjags – interface to JAGS coda – library to analyze MCMC results Stan – faster and larger models Rstan – R library Resources R and Bayesian Statistics