Archive for Bayesianism in Society

Another sampling from the great frequentist malpractice genre in the sky

That this isn’t well-known amongst the general public is a disgrace, but the “scientific method” as carried out by academic careerists has long been only a poor substitute for real science:

It’s science’s dirtiest secret: The “scientific method” of testing hypotheses by statistical analysis stands on a flimsy foundation. Statistical tests are supposed to guide scientists in judging whether an experimental result reflects some real effect or is merely a random fluke, but the standard methods mix mutually inconsistent philosophies and offer no meaningful basis for making such decisions. Even when performed correctly, statistical tests are widely misunderstood and frequently misinterpreted. As a result, countless conclusions in the scientific literature are erroneous, and tests of medical dangers or treatments are often contradictory and confusing.

From sciencenews.org. Then follows the usual errors relating to interpretation of hypothesis tests and other applied frequentist gunk. There is an interesting point made about how randomisation isn’t all that (although what the alternative should be is anyone’s guess), before… behold!

Such sad statistical situations suggest that the marriage of science and math may be desperately in need of counseling. Perhaps it could be provided by the Rev. Thomas Bayes.

A lovely line. Whether this latest example of the litany against the standard operating procedure of too many scientists from all disciplines will change anything more than the previous attempts to do so is moot.

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Oh dear indeed

From one of Tim Worstall’s “Oh dear” posts:

Maybe inequality and poverty in modern Britain are important and maybe they’re not. It’s entirely possible to argue it either way and to a large extent depends upon your Bayesian priors.

So naturally I had to reply,

Actually this is a value judgment and would be expressed through a utility function. Bayesian priors (and posteriors) are probability distributions expressing subjective degrees of certainty over parameters of interest.

No indication thus far that the blog author has taken this on board…

Is it better that Bayesian concepts are invoked incorrectly rather than not at all? I believe so, but we must continue to strive towards fuller understanding of them amongst non-statisticians. Because otherwise we have to deal with things like this:

First, what did you think was the probability of success in Afghanistan before the mission began? This is the prior probability, which we’ll call Ps. The probability of failure, Pf, is one minus this.

Second, what is the probability that we’d see the number of deaths we have, if the mission were succeeding? Call this Pd|s. One minus this gives us Pd|f. [emphasis mine, calculation thankfully not]

Again, comments to the contrary had no effect on deflecting the author in his enthusiasm on this occasion. Oh dear.

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“Is risk management too complicated and subtle for InfoSec?” — I think just mathematics is too complicated and subtle for some people

It’s interesting to see how knowledge of Bayesian methods exists in certain fields while ignorance of the details leads to weird conclusions concerning their usage. A good example of this phenomenon is this mangling of the two-envelope problem — supposedly a “paradox” that Bayesian decision analysis fails at — which is then used to argue that therefore Bayesian analysis of risks is actually useless and that instead

In the absence of reliable risk information, a similar approach to information security may be the best that we can do – just try different things and see which works the best. You might call this approach “experimental security.” There may be no better approach.

Yeah, just experimenting without any inferential tools makes sense… Funny how it allows the analyst to believe anything he wants without anything to back it up.

The takedown is painstakingly given here, but the only comment to it at the time of writing should make it clear just how entrenched the forces of “irrational pragmatism” are:

They Bayesian approach has many beautiful mathematical properties, but it fails to make contact with reality — it has no pragmatics. Worse, it fails to recognize that there is more than one person in the world. In the Bayesian world there is only one subjective probability, “mine”. The fact that you exist and have your own subjectivity that just might have something to do with our agreed-upon response to any particular problem is totally irrelevant. All the technical mathematical results in the world can’t get past these foundational problems.

Wouldn’t it be better to admit ignorance of the issues at hand and then give your opinions on that basis rather than just spout nonsense? There is clearly much education about Bayesian analysis to be done, starting with demolishing incorrect preconceptions that are already out there.

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xkcd is getting close

After an episode about significance, xkcd has now reached the intellectual stage of joking about correlation and causation and how they might — or might not — relate to each other.

So the question is: when is he [= MAP gender of comic creator] going to mention Bayes in some way? It’s only a matter of time, surely, and I’ll take that as a sign that it’s as mainstream (in geek circles, anyway — although geeks seem pretty mainstream these days) as the frequentist idea of significance.

And then I’ll sue for patent infringement. I might be joking.

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A new look; a new start too?

I’ve upgraded the WordPress backend to version 2.7, which you probably didn’t notice. More obviously, I’ve changed the aesthetics around here to something more… professional. I think the layout is cleaner and the font is clearer and bigger. Tell me what you think of it.

It’s evident that there is still a need for more advocacy of Bayesian methods for all sorts of quantitative analyses, let alone for Bayesianism as a lifestyle choice! I want to use this site, including the only part of it that has any substance — this blog — to further the goal of Bayesianist awareness. If you have any ideas for how I can help, e.g. by including links to tutorials explaining what Bayesian statistics is, or by setting up a forum where Bayesianists can discuss anything from philosophical issues to how to get their colleagues thinking in a Bayesian way, then share them with me.

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R is going mainstream

Even the New York Times now has an article about R, though I’m not entirely sure why.

So what are your favourite R packages? Is there still a place for other statistics packages? How well are Bayesian analyses served by R?

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Bayesian calculation of Bayesian calculation?

From Schneier’s Security blog, a lucid and highly readable commentary on security-related news, comes this comment:

The Home Secretary, John Reid, stated in December that an attempted terrorist attack in the UK over Christmas was “highly likely” … Since there wasn’t one, I think Bayes’ Theorem tells us that it is “highly likely” that Reid, and hence also MI5, either don’t know what they’re talking about, or else were lying.

From my limited experience, if nothing else, I can reason that this is not true, or at the very least not necessarily true. But what to do with such calculations, which one could argue are boundedly rational given ignorance about Bayesian matters and only a very limited amount of time to work through the logic? Is this a tolerable consequence of increasing awareness of Bayesianism?

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