Bayes
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Knightian Uncertainty
[Update: I have fixed some broken links, and modified the discussion of QBism and the recent paper by Chris Fuchs— thanks to Chris himself for taking the time to read and find my mistakes!] For some reason, I’ve come across an idea called “Knightian Uncertainty” quite a bit lately. Frank Knight was an economist of…
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SOLE Survivor
I recently finished my last term lecturing our second-year Quantum Mechanics course, which I taught for five years. It’s a required class, a mathematical introduction to one of the most important set of ideas in all of physics, and really the basis for much of what we do, whether that’s astrophysics or particle physics or…
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I think I’m a Bayesian. Am I wrong?
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Continuing my recent, seemingly interminable, series of too-technical posts on probability theory… To understand this one you’ll need to remember Bayes’ Theorem, and the resulting need for a Bayesian statistician to come up with an appropriate prior distribution to describe her state of knowledge in the absence of the experimental data she is considering, updated…
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The Controversy about Hypothesis Testing
I spent a quick couple of days last week at the The Controversy about Hypothesis Testing meeting in Madrid. The topic of the meeting was indeed the question of “hypothesis testing“, which I addressed in a post a few months ago: how do you choose between conflicting interpretations of data? The canonical version of this…
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Kind of Bayesian
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[Apologies — this is long, technical, and there are too few examples. I am putting it out for commentary more than anything else…] In some recent articles and blog posts (including one in response to astronomer David Hogg), Columbia University statistician Andrew Gelman has outlined the philosophical position that he and some of his colleagues…
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Bayes in the World II: Million Pound Drop
Embarrassing update: as pointed out by Vladimir Nesov in the comments, all of my quantitative points below are incorrect. To maximize expected winnings, you should bet on whichever alternative you judge to be most likely. If you have a so-called logarithmic utility function — which already has the property of growing faster for small amounts…
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Bayes in the World I: Wikileaks
I’ve come across a couple bits of popular/political culture that give me the opportunity to discuss one of my favorite topics: the uses and abuses of probability theory. The first is piece by Nate Silver of the New York Times’ FiveThirtyEight blog, dedicated to trying to crunch the political numbers of polls and other data…
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Bayes and Blake at Bunhill
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One of my holiday treks this year was across town to visit Bunhill Fields, final resting place of two of my favorite Londoners: William Blake and Thomas Bayes. Blake is of course one of the most famous poets in the English language, but most people know him only from short poems like The Tiger [sic]…
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Doctors, Deep Fields and Dark Matter
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Luckily, not all the astrophysics news this week was so bad. First, and most important, two of our Imperial College Astrophysics postgraduate students, Stuart Sale and Paniez Paykari, passed their PhD viva exams, and so are on their ways to officially being Doctors of Philosophy. Congratulations to both, especially (if I may say so) to…
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Bayesian Methods in Cosmology
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The perfect stocking-stuffer for that would-be Bayesian cosmologist you’ve been shopping for: As readers here will know, the Bayesian view of probability is just that probabilities are statements about our knowledge of the world, and thus eminently suited to use in scientific inquiry (indeed, this is really the only consistent way to make probabilistic statements…
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