Bayesian Updating: Discrete Priors: 18.

05 Spring 2014

http://xkcd.com/1236/

January 1, 2017 1 / 22
Learning from experience
Which treatment would you choose?

1. Treatment 1: cured 100% of patients in a trial.

2. Treatment 2: cured 95% of patients in a trial.
3. Treatment 3: cured 90% of patients in a trial.

Which treatment would you choose?

1. Treatment 1: cured 3 out of 3 patients in a trial.

2. Treatment 2: cured 19 out of 20 patients treated in a trial.
3. Standard treatment: cured 90000 out of 100000 patients in clinical
practice.

January 1, 2017 2 / 22
Which die is it?

I have a bag containing dice of two types: 4-sided and 10-sided.

Suppose I pick a die at random and roll it.

Based on what I rolled which type would you guess I picked?

• Suppose you find out that the bag contained one 4-sided die and
one 10-sided die. Does this change your guess?

• Suppose you find out that the bag contained one 4-sided die and
100 10-sided dice. Does this change your guess?

January 1, 2017 3 / 22
Board Question: learning from data
• A certain disease has a prevalence of 0.005.
• A screening test has 2% false positives an 1% false negatives.

Suppose a patient is screened and has a positive test.

1 Represent this information with a tree and use Bayes’ theorem to
compute the probabilities the patient does and doesn’t have the
disease.
2 Identify the data, hypotheses, likelihoods, prior probabilities and
posterior probabilities.
3 Make a full likelihood table containing all hypotheses and
possible test data.
4 Redo the computation using a Bayesian update table. Match the
terms in your table to the terms in your previous calculation.
Solution on next slides.
January 1, 2017 4 / 22
Solution

1. Tree based Bayes computation

Let H+ mean the patient has the disease and H− they don’t.
Let T+ : they test positive and T− they test negative.

We can organize this in a tree:

0.005 0.995
H+ H−
0.99 0.01 0.02 0.98

T+ T− T+ T−

P(T+ | H+ )P(H+ )
Bayes’ theorem says P(H+ | T+ ) = .
P(T+ )
Using the tree, the total probability
P(T+ ) = P(T+ | H+ )P(H+ ) + P(T+ | H− )P(H− )
= 0.99 · 0.005 + 0.02 · 0.995 = 0.02485

Solution continued on next slide.

January 1, 2017 5 / 22
Solution continued

So,
P(T+ | H+ )P(H+ ) 0.99 · 0.005
P(H+ | T+ ) = = = 0.199
P(T+ ) 0.02485
P(T+ | H− )P(H− ) 0.02 · 0.995
P(H− | T+ ) = = = 0.801
P(T+ ) 0.02485

The positive test greatly increases the probability of H+ , but it is still

much less probable than H− .

Solution continued on next slide.

January 1, 2017 6 / 22
Solution continued

2. Terminology
Data: The data are the results of the experiment. In this case, the
positive test.
Hypotheses: The hypotheses are the possible answers to the question
being asked. In this case they are H+ the patient has the disease; H−
they don’t.
Likelihoods: The likelihood given a hypothesis is the probability of the
data given that hypothesis. In this case there are two likelihoods, one for
each hypothesis

P(T+ | H+ ) = 0.99 and P(T+ | H− ) = 0.02.

We repeat: the likelihood is a probability given the hypothesis, not a

probability of the hypothesis.

Continued on next slide.

January 1, 2017 7 / 22
Solution continued

Prior probabilities of the hypotheses: The priors are the probabilities of the
hypotheses prior to collecting data. In this case,

P(H+ ) = 0.005 and P(H− ) = 0.995

Posterior probabilities of the hypotheses: The posteriors are the

probabilities of the hypotheses given the data. In this case

P(H+ | T+ ) = 0.199 and P(H− | T+ ) = 0.801.

Posterior Likelihood Prior

P (T+ | H+ ) · P (H+ )
P (H+ | T+ ) =
P (T+ )

Total probability of the data

January 1, 2017 8 / 22
Solution continued

3. Full likelihood table

The table holds likelihoods P(D|H) for every possible hypothesis and data
combination.

hypothesis H likelihood P(D|H)

disease state P(T+ |H) P(T− |H)
H+ 0.99 0.01
H− 0.02 0.98

Notice in the next slide that the P(T+ | H) column is exactly the likelihood
column in the Bayesian update table.

January 1, 2017 9 / 22
Solution continued
4. Calculation using a Bayesian update table
H = hypothesis: H+ (patient has disease); H− (they don’t).

Data: T+ (positive screening test).

Bayes
hypothesis prior likelihood numerator posterior
H P(H) P(T+ |H) P(T+ |H)P(H) P(H|T+ )
H+ 0.005 0.99 0.00495 0.199
H− 0.995 0.02 0.0199 0.801
total 1 NO SUM P(T+ ) = 0.02485 1

Data D = T+

Total probability: P(T+ ) = sum of Bayes numerator column = 0.02485

P(T+ |H)P(H) likelihood × prior

Bayes’ theorem: P(H|T+ ) = =
P(T+ ) total prob. of data
January 1, 2017 10 / 22
Board Question: Dice
Five dice: 4-sided, 6-sided, 8-sided, 12-sided, 20-sided.
Suppose I picked one at random and, without showing it to you,
rolled it and reported a 13.

1. Make the full likelihood table (be smart about identical columns).
2. Make a Bayesian update table and compute the posterior
probabilities that the chosen die is each of the five dice.
3. Same question if I rolled a 5.
4. Same question if I rolled a 9.

(Keep the tables for 5 and 9 handy! Do not erase!)

January 1, 2017 11 / 22
Tabular solution

D = ‘rolled a 13’

Bayes
hypothesis prior likelihood numerator posterior
H P(H) P(D|H) P(D|H)P(H) P(H|D)
H4 1/5 0 0 0
H6 1/5 0 0 0
H8 1/5 0 0 0
H12 1/5 0 0 0
H20 1/5 1/20 1/100 1
total 1 1/100 1

January 1, 2017 12 / 22
Tabular solution

D = ‘rolled a 5’

Bayes
hypothesis prior likelihood numerator posterior
H P(H) P(D|H) P(D|H)P(H) P(H|D)
H4 1/5 0 0 0
H6 1/5 1/6 1/30 0.392
H8 1/5 1/8 1/40 0.294
H12 1/5 1/12 1/60 0.196
H20 1/5 1/20 1/100 0.118
total 1 0.085 1

January 1, 2017 13 / 22
Tabular solution

D = ‘rolled a 9’

Bayes
hypothesis prior likelihood numerator posterior
H P(H) P(D|H) P(D|H)P(H) P(H|D)
H4 1/5 0 0 0
H6 1/5 0 0 0
H8 1/5 0 0 0
H12 1/5 1/12 1/60 0.625
H20 1/5 1/20 1/100 0.375
total 1 .0267 1

January 1, 2017 14 / 22
Iterated Updates

Suppose I rolled a 5 and then a 9.

Update in two steps:

First for the 5
Then update the update for the 9.

January 1, 2017 15 / 22
Tabular solution

D1 = ‘rolled a 5’

D2 = ‘rolled a 9’

Bayes numerator1 = likelihood1 × prior.

Bayes numerator2 = likelihood2 × Bayes numerator1

Bayes Bayes
hyp. prior likel. 1 num. 1 likel. 2 num. 2 posterior
H P(H) P(D1 |H) ∗∗∗ P(D2 |H) ∗∗∗ P(H|D1 , D2 )
H4 1/5 0 0 0 0 0
H6 1/5 1/6 1/30 0 0 0
H8 1/5 1/8 1/40 0 0 0
H12 1/5 1/12 1/60 1/12 1/720 0.735
H20 1/5 1/20 1/100 1/20 1/2000 0.265
total 1 0.0019 1

January 1, 2017 16 / 22
Board Question

Suppose I rolled a 9 and then a 5.

1. Do the Bayesian update in two steps:

First update for the 9.
Then update the update for the 5.

2. Do the Bayesian update in one step

The data is D = ‘9 followed by 5’

January 1, 2017 17 / 22
Tabular solution: two steps

D1 = ‘rolled a 9’

D2 = ‘rolled a 5’

Bayes numerator1 = likelihood1 × prior.

Bayes numerator2 = likelihood2 × Bayes numerator1

Bayes Bayes
hyp. prior likel. 1 num. 1 likel. 2 num. 2 posterior
H P(H) P(D1 |H) ∗∗∗ P(D2 |H) ∗∗∗ P(H|D1 , D2 )
H4 1/5 0 0 0 0 0
H6 1/5 0 0 1/6 0 0
H8 1/5 0 0 1/8 0 0
H12 1/5 1/12 1/60 1/12 1/720 0.735
H20 1/5 1/20 1/100 1/20 1/2000 0.265
total 1 0.0019 1

January 1, 2017 18 / 22
Tabular solution: one step

D = ‘rolled a 9 then a 5’

Bayes
hypothesis prior likelihood numerator posterior
H P(H) P(D|H) P(D|H)P(H) P(H|D)
H4 1/5 0 0 0
H6 1/5 0 0 0
H8 1/5 0 0 0
H12 1/5 1/144 1/720 0.735
H20 1/5 1/400 1/2000 0.265
total 1 0.0019 1

January 1, 2017 19 / 22
Board Question: probabilistic prediction

Along with finding posterior probabilities of hypotheses. We might

want to make posterior predictions about the next roll.

With the same setup as before let:

D1 = result of first roll
D2 = result of second roll

(a) Find P(D1 = 5).

(b) Find P(D2 = 4|D1 = 5).

January 1, 2017 20 / 22
Solution
D1 = ‘rolled a 5’

D2 = ‘rolled a 4’
Bayes
hyp. prior likel. 1 num. 1 post. 1 likel. 2 post. 1 × likel. 2
H P(H) P(D1 |H) ∗ ∗ ∗ P(H|D1 ) P(D2 |H, D1 ) P(D2 |H, D1 )P(H|D1 )
H4 1/5 0 0 0 ∗ 0
H6 1/5 1/6 1/30 0.392 1/6 0.392 · 1/6
H8 1/5 1/8 1/40 0.294 1/8 0.294 · 1/40
H12 1/5 1/12 1/60 0.196 1/12 0.196 · 1/12
H20 1/5 1/20 1/100 0.118 1/20 0.118 · 1/20
total 1 0.085 1 0.124

The law of total probability tells us P(D1 ) is the sum of the Bayes
numerator 1 column in the table: P(D1 ) = 0.085 .
The law of total probability tells us P(D2 |D1 ) is the sum of the last
column in the table: P(D2 |D1 ) = 0.124
January 1, 2017 21 / 22
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18.05 Introduction to Probability and Statistics

Spring 2014

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