67,040 research outputs found
Support for Geometric Pooling
Supra-Bayesianism is the Bayesian response to learning the opinions of others. Probability pooling constitutes an alternative response. One natural question is whether there are cases where probability pooling gives the supra-Bayesian result. This has been called the problem of Bayes-compatibility for pooling functions. It is known that in a common prior setting, under standard assumptions, linear pooling cannot be non-trivially Bayes-compatible. We show by contrast that geometric pooling can be non-trivially Bayes-compatible. Indeed, we show that, under certain assumptions, geometric and Bayes-compatible pooling are equivalent. Granting supra-Bayesianism its usual normative status, one upshot of our study is thus that, in a certain class of epistemic contexts, geometric pooling enjoys a normative advantage over linear pooling as a social learning mechanism. We discuss the philosophical ramifications of this advantage, which we show to be robust to variations in our statement of the Bayes-compatibility problem
Bayesian Robust Tensor Factorization for Incomplete Multiway Data
We propose a generative model for robust tensor factorization in the presence
of both missing data and outliers. The objective is to explicitly infer the
underlying low-CP-rank tensor capturing the global information and a sparse
tensor capturing the local information (also considered as outliers), thus
providing the robust predictive distribution over missing entries. The
low-CP-rank tensor is modeled by multilinear interactions between multiple
latent factors on which the column sparsity is enforced by a hierarchical
prior, while the sparse tensor is modeled by a hierarchical view of Student-
distribution that associates an individual hyperparameter with each element
independently. For model learning, we develop an efficient closed-form
variational inference under a fully Bayesian treatment, which can effectively
prevent the overfitting problem and scales linearly with data size. In contrast
to existing related works, our method can perform model selection automatically
and implicitly without need of tuning parameters. More specifically, it can
discover the groundtruth of CP rank and automatically adapt the sparsity
inducing priors to various types of outliers. In addition, the tradeoff between
the low-rank approximation and the sparse representation can be optimized in
the sense of maximum model evidence. The extensive experiments and comparisons
with many state-of-the-art algorithms on both synthetic and real-world datasets
demonstrate the superiorities of our method from several perspectives.Comment: in IEEE Transactions on Neural Networks and Learning Systems, 201
Optimal treatment allocations in space and time for on-line control of an emerging infectious disease
A key component in controlling the spread of an epidemic is deciding where, whenand to whom to apply an intervention.We develop a framework for using data to informthese decisionsin realtime.We formalize a treatment allocation strategy as a sequence of functions, oneper treatment period, that map up-to-date information on the spread of an infectious diseaseto a subset of locations where treatment should be allocated. An optimal allocation strategyoptimizes some cumulative outcome, e.g. the number of uninfected locations, the geographicfootprint of the disease or the cost of the epidemic. Estimation of an optimal allocation strategyfor an emerging infectious disease is challenging because spatial proximity induces interferencebetween locations, the number of possible allocations is exponential in the number oflocations, and because disease dynamics and intervention effectiveness are unknown at outbreak.We derive a Bayesian on-line estimator of the optimal allocation strategy that combinessimulationâoptimization with Thompson sampling.The estimator proposed performs favourablyin simulation experiments. This work is motivated by and illustrated using data on the spread ofwhite nose syndrome, which is a highly fatal infectious disease devastating bat populations inNorth America
Philosophy and the practice of Bayesian statistics
A substantial school in the philosophy of science identifies Bayesian
inference with inductive inference and even rationality as such, and seems to
be strengthened by the rise and practical success of Bayesian statistics. We
argue that the most successful forms of Bayesian statistics do not actually
support that particular philosophy but rather accord much better with
sophisticated forms of hypothetico-deductivism. We examine the actual role
played by prior distributions in Bayesian models, and the crucial aspects of
model checking and model revision, which fall outside the scope of Bayesian
confirmation theory. We draw on the literature on the consistency of Bayesian
updating and also on our experience of applied work in social science.
Clarity about these matters should benefit not just philosophy of science,
but also statistical practice. At best, the inductivist view has encouraged
researchers to fit and compare models without checking them; at worst,
theorists have actively discouraged practitioners from performing model
checking because it does not fit into their framework.Comment: 36 pages, 5 figures. v2: Fixed typo in caption of figure 1. v3:
Further typo fixes. v4: Revised in response to referee
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