The approach and interpretation of probability associated with Bayes theorem; usually used as opposed to the frequentist approach. It can be seen as an extension of logic that enables reasoning with propositions whose truth or falsity is uncertain. A Bayesian probabilist starts with some prior ...

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Poker odds: Chances of a straight flush, given H4,H5

I'm trying to learn Bayes's formula, and am coming up with some poker problems to learn this. My problem is as following: given a $H4,H5$ ($4$ of hearts, $5$ of hearts) hand, what are the odds that ...
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1answer
23 views

Which is the difference between $P(A \mid B)$ and $P(A=t \mid B)$ in a Bayesian Network?

Which is the difference between $P(A \mid B)$ and $P(A=t \mid B)$ in a Bayesian Network, where $A$ and $B$ are boolean values?
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21 views

Conditional probabilities given the evidence(Bayesian network)

Let's say we have a Bayesian network: How can I compute P(A | F, E) ? I have all the probabilities for each node. Thanks!
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4 views

Gaussian Process: Using partitions of a choleky decomposition solution for conditional deduction.

If I define a GP over observed values, $y$, of a sensor reading over time, $t$, as (for simplicity assuming discrete time series e.g lets say readings after every 5 mins) : $y=f(t)+\epsilon$ where ...
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23 views

Combine two data sets, possibly Bayesian Updating?

I am a PhD student and I am currently looking at railway track degradation. I have two sets of data, recent and older. The older data set is about twice the size (at about 3400 data entries) but has ...
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2answers
31 views

Why would a uniform prior distribution give a different result than a purely frequentist approach?

I would expect a uniform prior to be a good example of an uninformed prior and get the same result as the frequentist approach. However, this is not the case. As an example, let's look the classical ...
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15 views

Is summing posterior probabilities to obtain total counts valid?

I'm using a Bayesian approach to classify my data set into two mutually exclusive groups. From what I read typically one would apply a decision rule to add a count into group 1 if $P_{g1}>P_{g2}$ ...
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1answer
32 views

The speed of learning and prior

If I know $$\frac{\alpha}{\alpha+\beta}<\frac{\lambda}{\lambda+\gamma}$$ can I know the sign of $$\frac{\alpha+1}{\alpha+1+\beta}<\frac{\lambda+1}{\lambda+1+\gamma} $$ And the sign of ...
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7 views

Bayes with Log-Normal Data

There is some (recent) evidence that neurological activity is log-normally distributed. Does this invalidate the use of Bayes Theorem with these data? I ask because a major branch of computational ...
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9 views

A result regarding Hierarchical Bayes

I have the following, $$x_i \mid \theta_i \sim \text{Bin}(m, \theta_i), ~i=1,\dots,n,$$ $$\theta_i \sim \text{Beta}(\alpha,1),$$ $$ f(\alpha) \propto 1.$$ I wish to compute ...
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1answer
97 views

Bayesian inference and new information

The Bayesian inference [1] tells how we can update the prior probability based on evidence. My question is that, in real world, we also update our prior probability of an hypothesis based on new ...
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1answer
16 views

Deriving the marginal posterior

Context of the question: You can take everything below as given. $E_2$ is a $k$ by $1$ matrix and $V_{22}$ is a $k$ by $k$ matrix. Let $X$ denote the data. I have derived so far the joint posterior ...
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21 views

Posterior distribution of two independent random variables with distinct Beta distributions

$\def\Beta{\operatorname{Beta}}$ If $X,\ Y\sim \Beta(\alpha, \beta)$ and $x$ is a vector, then $ P(X>Y\mid x) = \iint_{X>Y}P(X,Y\mid x) \,dX\,dXY $ I need to compute $P(X>Y\mid x)$ when ...
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0answers
39 views

Explanation of the TrueSkill bayesian ranking algorithm in a two-person game, like Tennis?

TrueSkill is mostly used for ranking and matching players on Xbox Online Games, it is a general rating model that could be applied to any game, including Chess, Tennis or Football. It models every ...
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10 views

Textbook recommendation for Non-parametric Bayesian?

I am looking for textbooks which include basics as well as advanced models like latent Dirichlet allocation, hierarchical Dirichlet process. The most important thing is that those books should present ...
0
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1answer
32 views

Bayesian Network, Sprinkler Example

In reference to the wet grass / sprinkler Bayesian network problem at this site: http://www.cs.ubc.ca/~murphyk/Bayes/bnintro.html Pr(S=1 | W=1) has been determined as 0.430. Could someone please ...
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2answers
53 views

Optimal solution to a statistical decision problem

Setup I'm trying to find condition(s) that characterize the solution to a statistical decision problem. The environment is as follows. $\Omega$ is a finite set of states of the world. A decision ...
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1answer
44 views

Estimate the number of trials needed to observe all the possible outcomes of an experiment [duplicate]

I am stuck with the following problem: Each package of Pokemon cards contains 1 of N possible legendary Pokemon. How many packs do you expect to buy to get all N? We assume all N legendary cards are ...
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1answer
130 views

Is Entropy = Information circular or trivial?

I have seen several "maximum entropy distributions" used in the mathematical and statistical literature, often with the justification that they are "minimally informed" beyond the assumptions and data ...
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29 views

Posterior distribution of bernoulli distribution with multiple observations

I'm just learning Bayes's Rule so this question might be really simple Suppose I have a random (real) variable $X$ over $[0, 1]$. I assume a uniform prior. In successive rounds, I sample a value ...
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1answer
23 views

A question about Bayesian Networks from Judea Pearl's book.

"Given a probability distribution $P(x_1, \dots, x_n)$ and any ordering d of the variables, the DAG(directed acyclic graph) created by designating as parents of $X_i$ any minimal set П$_{X_i}$ of ...
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13 views

Posterior of mean given an observation from a bivariate normal with unknown but common mean, and known variance

suppose the sample vector $(x,y)$ is generated from a bivariate normal: $$ \left[\begin{array}{c} x\\ y \end{array}\right]\sim N\left(\left[\begin{array}{c} \theta\\ \theta ...
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39 views

Correlation of belief distributions from distinct signals

Anne and Bob are two Bayesians who initially share a non-degenerate prior about a binary state of the world. Anne observes some signal (i.e., an experiment in Blackwell's terminology) about the state ...
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26 views

Finding P(S1 = 1 | D1=1, D2=1) (Bayes Networks)

I'm scratching my head over something that is probably simple Probabilities, but I guess I can't see it. Essentially, I have the following table: ------ ------ ------ ------ | D1 | D2 | S1=1 | ...
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1answer
24 views

proof that a density proportional to Gaussian is Gaussian

I try to develop bayesian estimation for one dimensional Gaussian with unknown $\mu$ and known $\sigma$. I got $$p(x\mid D) = \int p(x\mid\mu)p(\mu\mid D) \, d\mu =\int \frac{1}{\sigma ...
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1answer
35 views

Applying Bayes Rule to Cards

I was playing poker with a friend last night when a question occured to us. I had a two Jacks and the flop came out: King Queen and 4. So, suddenly my pocket Jacks are not so great, unless another ...
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50 views

Assistance with Bayesian Random Effects and Mixed Effects Models

I am looking to build either a random effects or mixed effects model for a project I am working on, but have had trouble finding good sources and understanding the general structure of the model. ...
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1answer
20 views

Bayesian Nets. No active path from X to Y, versus No inactive paths from X to Y

I am learning d-seperation in Bayes nets for my A.I. class. What this involves is considering all paths from some node X to Y (representing random variables) and seeing whether such paths are active ...
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43 views

What is the math behind calling election seats with confidence, before all votes have been counted?

On election night, predictions are made on the winner of each district, after only a fraction of the vote has been counted up. How is this done? Say there is a seat up for election, and 10,000 votes ...
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1answer
32 views

Bayesian posterior variance

Let $Var[\omega]$ be the variance of a population parameter $\omega$ prior to the collection of a random sample $\mathcal{X}=\left\lbrace X_1,X_2,\dots,X_n\right\rbrace$ from the population. Prove or ...
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23 views

Which is a good book to read about convergence of posterior measure?

I am working on Bayesian statistics and would like to know about a good text book about convergence of posterior measure.
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30 views

Bayesian versus Classical (frequentist) Statistics

Very often in text-books the comparison of Bayesian vs. Classical Statistics are presented upfront in a very abstract way. For example, in the current book I'm studying there's the following ...
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1answer
21 views

What does likelihood density f(y|theta)=5 imply?

I just dont understand what dose constant likelihood density imply, e.g. f(y|theta)=5? In addition, when I use this likelihood density to derive posterior function, it cancels out so my posterior ...
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1answer
38 views

This textbook on time series analysis says something wacky

This is from a discussion of analyzing a time series with a sinusoid + noise model. The troublesome statement is: ...data values near the beginning and end of a record are most important for ...
2
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1answer
34 views

probability matching strategy for coin flips

imagine a betting game where we observe $N$ independent coin flips $x_1,...,x_n$ (where each $x_i \in {H,T}$) from the same coin, whose true weight is $\theta$. the task is to predict how many Heads ...
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30 views

How can I infer order from partially ordered discrete sequences?

A really interesting problem that I can't stop thinking about! Have run in to this a couple of times but yet to find a smart approach to either solve or frame this problem. This is my try at ...
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24 views

An example shows the difference between inference in Bayesian network and Junction Tree

Why inference in Junction tree is more efficient? There are directed graph BN and the corresponded undirected graph transformed by Junction tree algorithm. The literature describes that inference in ...
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1answer
59 views

Extended Bayes' theorem: p(A | B, C, D)

I'm having some difficulty understanding Bayes' theorem with multiple events. I'm trying to put together a Bayesian network. I have four independent probabilities but I have found that A, B and C can ...
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1answer
19 views

Bayesian Statistics: Estimators and Posterior Probability

If I let $M ∼ Γ(α,β)$ (where $α, β$ are known) Let $X_1,...,X_n$ be discrete random variables such that $X_i$|$θ$ ∼ i.i.d. Poisson with parameter $θ$, where $θ$ is a realization of $M$. I have two ...
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11 views

Bayesian Statistics … Γ(α,β) Posterior Probability and Estimators

If I let $M ∼ Γ(α,β)$ (where $α, β$ are known) Let $X_1,...,X_n$ be discrete random variables such that $X_i$|$θ$ ∼ i.i.d. Poisson with parameter $θ$, where $θ$ is a realization of $M$. I have two ...
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2answers
46 views

Finding Conditional Expectation and variance E(Y|X=x)

I want to find the conditional Expectation and variance of random function Y for a given value of random function X, i.e. E(Y|X=x). Here X is x(t) and Y is x(t+τ). Also, x(t) is a stationary Gaussian ...
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27 views

Expectation of higher order moment (Bayesian Stats)

I am taking a course in Bayesian statistics, which is off my field. In the lecture notes the instructor showed E[X^2n] = (2n-1) σ^2n and E[X^3 . Y] = E[Y^3 . X] = 3.ρ.σ^4 where σ = variance E = ...
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14 views

how can I Find a 95% credible interval for p using the Bayesian method with the uniform distribution as a prior for p?

When I have a RV X~Geom(p): $x\ Frequency\\ 1 7459\\2 1930\\ 3\ 463\\ 4\ 117\\ 5\ 22\\ 6\ 6\\ 7\ 2\\ 9\ 1$ This is what I am trying to do: Since p is a probability, I say that $ p\sim U[0,1]$ An ...
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1answer
32 views

Markov chain: if $X\rightarrow Y\rightarrow Z$, then why is $Z\rightarrow Y\rightarrow X$ true?

in a Markov chain, given three random variables $X,Y,Z$, we have $X\rightarrow Y\rightarrow Z$, which means $p(x,y,z) = p(x)p(y|x)p(z|y)$. The right arrow symbol $\rightarrow$ is used to denote a ...
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31 views

In what sense is the Bayesian posterior mean a “convex combination”?

This is related to a previous question that hasn't gotten an answer: Definition of convex combination with matrix-vector multiplication Suppose I want to estimate $x \in \mathbb{R}^n$ from two ...
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1answer
39 views

Likelihood of a function of different types of random variables

Is there a general way of expressing the likelihood of some known, but non-trivial function of several random varaibles. For example, suppose that we need to calculate the parameters of a process ...
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44 views

Bayesian Shrinkage Factor

Vasicek(1973), referenced in this paper(See bottom of page 16) explains a method of shrinking individual betas $\beta^{TS}$ toward a cross-sectional mean $\beta^{XS}$ as follows: for each time $t$, ...
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24 views

From Bayes factor to posterior probability?

Statisticians I and II assign prior probabilities $1/2$ and $1/4$, respectively, to $H_0$. Their analyses both yield $BF_{H_0} = 100$. Whose "posterior degree of belief in the truth of $H_0$" is ...
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1answer
30 views

Solution to a modified version The Locomotive Problem [closed]

A railroad numbers its locomotives in order 1..N. One day you see a locomotive with the number 60. Estimate how many locomotives the railroad has. Using the Likelihood Approach: Assume prior is ...
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61 views

What is the likelihood of a fair coin given 10 heads (with added component)?

What is the likelihood of a fair coin given that it has landed heads up 10 times? You have a fair coin or a double-headed coin... $\mathsf P($Fair$\mid 10$ heads$) = ...