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Frequentist Vs Bayesian

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67 views48 pages

Frequentist Vs Bayesian

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f20212242
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Foundations of Data Science (CS F320)

Dr. Bharat Richhariya


Assistant Professor, Dept. of CSIS
BITS Pilani BITS Pilani
Pilani Campus
Frequentist vs Bayesian approach to
probability
BITS Pilani
Pilani Campus
Frequentist vs Bayesian approach
• Probability: It is the mathematical framework that describes how
random data is generated.

• Statistics: Given observed data, how to learn some feature(s) of the


underlying probability model that generated the data.

• Probability has a rigorous mathematical framework, statistics is more


akin to art.

• In the sense that there are multiple sensible solutions to the inverse
probability problem, and selecting a solution is subjective.

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Frequentist vs Bayesian approach

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Bayes formula

Law of Total Probability:

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Frequentist vs Bayesian approach

• H is the status of whether a person is sick or


healthy.

• D|H is the probability of a positive test given sick


or healthy status.

• If we know what proportion of individuals in our


populations are sick, then it makes sense to think
of the quantity P(H) as this proportion.

• Then we can compute the probability of H|D


using Bayes’ rule.

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Frequentist vs Bayesian approach
• What if H refers to a hypothesis? This is where Bayesians and
frequentists diverge.

• Both frequentists and Bayesian are perfectly happy to attach a


probability to the quantity D|H.

• Since Bayesians think it’s valid to the think of the quantity P(H), it
becomes valid to think of the quantity P(H|D) (a.k.a. the
probability of the hypothesis given the data) via application of
Bayes’ rule.

• However, to frequentists, neither the quantities P(H) nor P(H|D)


make any sense, since they believe that the hypothesis is either
true or false without any probability attached to it. Thus,
frequentists only work with the quantity P(D|H).

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Sources for some of the material used in these
slides:
• http://web.mit.edu/14.380/www/handouts/lec9lotpbr.pdf
• Slides from Vassilis Athitsos, University of Texas at Arlington.

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