Bayesian Analysis

After making some general remarks, I consider two examples that illustrate the use of Bayesian Probability Theory. The first is a simple one, the physicist's favorite "toy," that provides a forum for a discussion of the key conceptual issue of Bayesian analysis: the assignment of prior probabilities. The other example illustrates the use of Bayesian ideas in the real world of experimental physics.Comment: 14 pages, 5 figures, Workshop on Confidence Limits, CERN, 17-18 January, 200

A Bayesian view of doubly robust causal inference

In causal inference confounding may be controlled either through regression adjustment in an outcome model, or through propensity score adjustment or inverse probability of treatment weighting, or both. The latter approaches, which are based on modelling of the treatment assignment mechanism and their doubly robust extensions have been difficult to motivate using formal Bayesian arguments, in principle, for likelihood-based inferences, the treatment assignment model can play no part in inferences concerning the expected outcomes if the models are assumed to be correctly specified. On the other hand, forcing dependency between the outcome and treatment assignment models by allowing the former to be misspecified results in loss of the balancing property of the propensity scores and the loss of any double robustness. In this paper, we explain in the framework of misspecified models why doubly robust inferences cannot arise from purely likelihood-based arguments, and demonstrate this through simulations. As an alternative to Bayesian propensity score analysis, we propose a Bayesian posterior predictive approach for constructing doubly robust estimation procedures. Our approach appropriately decouples the outcome and treatment assignment models by incorporating the inverse treatment assignment probabilities in Bayesian causal inferences as importance sampling weights in Monte Carlo integration.Comment: Author's original version. 21 pages, including supplementary materia

On the relation between robust and Bayesian decision making

This paper compares Bayesian decision theory with robust decision theory where the decision maker optimizes with respect to the worst state realization. For a class of robust decision problems there exists a sequence of Bayesian decision problems whose solution converges towards the robust solution. It is shown that the limiting Bayesian problem displays infinite risk aversion and that decisions are insensitive (robust) to the precise assignment of prior probabilities. This holds independent from whether the preference for robustness is global or restricted to local perturbations around some reference model

Constrained speaker linking

In this paper we study speaker linking (a.k.a.\ partitioning) given constraints of the distribution of speaker identities over speech recordings. Specifically, we show that the intractable partitioning problem becomes tractable when the constraints pre-partition the data in smaller cliques with non-overlapping speakers. The surprisingly common case where speakers in telephone conversations are known, but the assignment of channels to identities is unspecified, is treated in a Bayesian way. We show that for the Dutch CGN database, where this channel assignment task is at hand, a lightweight speaker recognition system can quite effectively solve the channel assignment problem, with 93% of the cliques solved. We further show that the posterior distribution over channel assignment configurations is well calibrated.Comment: Submitted to Interspeech 2014, some typos fixe

Probability assignment in a quantum statistical model

The evolution of a quantum system, appropriate to describe nano-magnets, can be mapped on a Markov process, continuous in $\beta$. The mapping implies a probability assignment that can be used to study the probability density (PDF) of the magnetization. This procedure is not the common way to assign probabilities, usually an assignment that is compatible with the von Neumann entropy is made. Making these two assignments for the same system and comparing both PDFs, we see that they differ numerically. In other words the assignments lead to different PDFs for the same observable within the same model for the dynamics of the system. Using the maximum entropy principle we show that the assignment resulting from the mapping on the Markov process makes less assumptions than the other one. Using a stochastic queue model that can be mapped on a quantum statistical model, we control both assignments on compatibility with the Gibbs procedure for systems in thermal equilibrium and argue that the assignment resulting from the mapping on the Markov process satisfies the compatibility requirements.Comment: 8 pages, 2 eps figures, presented at the 26-th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering, 200

Quantum probabilities as Bayesian probabilities

In the Bayesian approach to probability theory, probability quantifies a degree of belief for a single trial, without any a priori connection to limiting frequencies. In this paper we show that, despite being prescribed by a fundamental law, probabilities for individual quantum systems can be understood within the Bayesian approach. We argue that the distinction between classical and quantum probabilities lies not in their definition, but in the nature of the information they encode. In the classical world, maximal information about a physical system is complete in the sense of providing definite answers for all possible questions that can be asked of the system. In the quantum world, maximal information is not complete and cannot be completed. Using this distinction, we show that any Bayesian probability assignment in quantum mechanics must have the form of the quantum probability rule, that maximal information about a quantum system leads to a unique quantum-state assignment, and that quantum theory provides a stronger connection between probability and measured frequency than can be justified classically. Finally we give a Bayesian formulation of quantum-state tomography.Comment: 6 pages, Latex, final versio

Spectral Detection on Sparse Hypergraphs

We consider the problem of the assignment of nodes into communities from a set of hyperedges, where every hyperedge is a noisy observation of the community assignment of the adjacent nodes. We focus in particular on the sparse regime where the number of edges is of the same order as the number of vertices. We propose a spectral method based on a generalization of the non-backtracking Hashimoto matrix into hypergraphs. We analyze its performance on a planted generative model and compare it with other spectral methods and with Bayesian belief propagation (which was conjectured to be asymptotically optimal for this model). We conclude that the proposed spectral method detects communities whenever belief propagation does, while having the important advantages to be simpler, entirely nonparametric, and to be able to learn the rule according to which the hyperedges were generated without prior information.Comment: 8 pages, 5 figure