The Heuristic About Representativeness Heuristic
(x-posted from my blog)
The thing is, there is a fundamental difference between "How strongly E resembles H" and "How strongly H implies E". The latter question is about P(E|H), and this number could be used in Bayesian reasoning, if you add P(E|!H) and P(H)[1]. The former question — the question humans actually answer when asked to judge about whether something is likely — sometimes just could not be saved at all.
Several examples to get point across:
So, the answer to "how strongly E resembles H?" is very different from "how much is P(E|H)?". No amount of accounting for base rate is going to fix this.
2) Suppose that some analysis comes too good in a favor of some hypothesis.
Maybe some paper argues that leaded gasoline accounts for 90% variation in violent crime (credit for this example goes to /u/yodatsracist on reddit). Or some ridiculously simple school intervention is claimed to have a gigantic effect size.
Let's take leaded gasoline, for example. On the surface, this data strongly "resembles" a world where leaded gasoline is indeed causing a violence, since 90% suggest that effect is very large and is very unlikely to be a fluke. On the other hand, this effect is too large, and 10% of "other factors" (including but not limited to: abortion rate, economic situation, police budget, alcohol consumption, imprisonment rate) is too small of percentage.
The decline we expect in a world of harmful leaded gasoline is more like 10% than 90%, so this model is too good to be true; instead of being very strong evidence in favor, this analysis could be either irrelevant (just a random botched analysis with faked data, nothing to see here) or offer some evidence against (for reasons related to the conservation of expected evidence, for example).
So, how it should be done? Remember that P(E|H) would be written as P(H -> E), were the notation a bit saner. P(E|H) is a "to which degree H implies E?", so the correct method for answering this query involves imagining world-where-H-is-true and asking yourself about "how often does E occur here?" instead of answering the question "which world comes to my mind after seeing E?".
[1] And often just using base rate is good enough, but this is another, even less correct heuristic. See: Prosecutor's Fallacy.
Meetup : Moscow: bayes, language and psychology, now with homework
Discussion article for the meetup : Moscow: bayes, language and psychology, now with homework
Hello there.
If you don't have plans for the Sunday but aware of Bayes' theorem in odds form, you certainly will be welcome here.
Our plan for 4th is:
Victor will try to explain the device of imaginary results by I J Good, himself gaining a deeper understanding of it in the process (yup, it's the same guy who posted this. I'm still a bit confused about Caesar, but I think I understand the big picture now. Let's tackle this together, it should be interesting and educating);
Varman will give a short talk on exosemantics. Surprisingly, the usual lack of political correctness isn't included (but counter-signalling and in-group bashing are still here, of course)
Natalia will tell you why do you need to know the very basics of behaviorism to properly analyze things like social interactions, and how exactly the use of more complex models could led you to a trouble.
Please do your homework and make sure you are familiar with the odds form of Bayes' theorem and know something about biofeedback.
PS: No, we aren't implying that behaviorism is enough to understand things. But it is necessary.
Discussion article for the meetup : Moscow: bayes, language and psychology, now with homework
Bayesianism for humans: prosaic priors
There are two insights from Bayesianism which occurred to me and which I hadn't seen anywhere else before.
I like lists in the two posts linked above, so for the sake of completeness, I'm going to add my two cents to a public domain. This post is about the second penny, the first one is here.
Bayesianism for humans: "probable enough"
There are two insights from Bayesianism which occurred to me and which I hadn't seen anywhere else before.
I like lists in the two posts linked above, so for the sake of completeness, I'm going to add my two cents to a public domain. Second penny is here.
I need help: Device of imaginary results by I J Good
In the chapter 5 of the Probability Theory: Logic of Science you can read about so-called device of imaginary results which seems to go back to the book of I J Good named Probability and the Weighing of Evidence.
The idea is simple and fascinating:
1) You want to estimate your probability of something, and you know that this probability is very, very far from 0.5. For the sake of simplicity, let's assume that it's some hypothesis A and P(A|X) << 0.5
2) You imagine the situation where the A and some well-posed alternative ~A are the only possibilities.
(For example, A = "Mr Smith has extrasensory perception and can guess the number you've written down" and ~A = "Mr Smith can guess your number purely by luck". Maybe Omega told you that the room where the experiment is located makes it's impossible for Smith to secretly look at your paper, and you are totally safe from every other form of deception.)
3) You imagine the evidence which would convince you otherwise: P(E|A,X) ~ 1 and P(E|~A,X) is small (you should select E and ~A that way that it's possible to evaluate P(E|~A,X) )
4) After a while, you feel that you are truly in doubt about A: P(A|E1,E2,..., X) ~ 0.5
5) And now you can backtrack everything back to your prior P(A|X) since you know every P(E|A) and P(E|~A).
After this explanation with the example about Mr Smith's telepathic powers, Jaynes gives reader the following exercise:
Exercise 5.1. By applying the device of imaginary results, find your own strength of
belief in any three of the following propositions: (1) Julius Caesar is a real historical
person (i.e. not a myth invented by later writers); (2) Achilles is a real historical person;
(3) the Earth is more than a million years old; (4) dinosaurs did not die out; they are
still living in remote places; (5) owls can see in total darkness; (6) the configuration of
the planets influences our destiny; (7) automobile seat belts do more harm than good;
(8) high interest rates combat inflation; (9) high interest rates cause inflation.
I have trouble tackling the first two propositions and would be glad to hear your thoughts about another seven. Anybody care to help me?
(I decided not to share details of my attempt to solve this exercise unless asked. I don't think that my perspective is so valuable and anchoring would be bad.)
UPD: here is my attempt to solve the Julius Caesar problem.
Nate Silver will do an AMA on Reddit on Tuesday
http://www.reddit.com/r/IAmA/comments/163nqk/nate_silver_is_doing_an_ama_tuesday_at_2_pm/
I'm really excited to see this. Nate Silver might be the most famous present day Bayesian statistician.
UPD: It appears that author of the Reddit post deleted it for some reason. The link still works but it makes sense to post the link to the Nate Silver blog with his original announcement, just in case: http://fivethirtyeight.blogs.nytimes.com/2013/01/06/ask-nate-anything/
A presentation about Cox's Theorem made for my English class
At my English class everybody was supposed to make a short presentation about subject of one's choice. I decided to tell people about Cox's Theorem (heavily based on the introduction in "Probability theory: The Logic Of Science" by E T Jaynes and "Constructing a logic of plausible inference: a guide to Cox's theorem" by Kevin S. Van Horn). Thought someone might find that interesting or useful.
Make sure that you have speaker notes visible.
https://docs.google.com/file/d/0BwJocL_GupTsNnMtdWFLT3RYWGs/edit
What about a line of retreat for the psychologists?
The road to the truth is paved with revelations; sometimes those revelations are uncomfortable. Also, you can never go back; it is impossible to unlearn something.
The problem is, if you go too far, those who fell behind will stop to hear your voice. You want them to be closer, and sometimes the only way to achieve it is to guide them to the truth. But the road is paved with the uncomfortable revelations. Oops.
So far, I remember two big uncomfortable revelations: the first is that we live beyond the reach of god, and the second is that the psychology isn't nearly effective as everybody thinks.
If I had been completely honest with the people around, I would have told them about House of the Cards. But I'm not. It is too cruel to say "Hey, your world-view is wrong and your competence is just an illusion" to the psychologists and soon-to-be-psychologists. Hence I'm afraid to say even innocent "Hey, I read a very interesting book yesterday" to the fellow CS students (because I don't know whether they have psychologist relatives).
This situation seems very wrong to me, but I understand that the reality is unfair and I'm lucky that I can be an atheist without fear of alienation, unlike the poor souls living in the bible belt. I'm just going to be very careful with my words concerning psychology. Of course I should be more cautious and patient while talking with strangers in *Guardian Of The Truth* mode, no surprise here.
But still.
Sometimes I wonder what I'm going to do if I really need to tell somebody that very often psychology is useless and sometimes it is even dangerous. What should I do to prevent their flinching from the truth? How to make the reality look more comfortable to them?
Meetup : Moscow 11 February meetup
Discussion article for the meetup : Moscow 11 February meetup
Despite the map (I have no idea why, but it shows wrong place), location of the meetup is Metro Mayakovskaya (in the center of the hall). For further information - turchin.livejournal.com
Discussion article for the meetup : Moscow 11 February meetup
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