Terry Tao on Bayes… and Trump

“From the perspective of Bayesian probability, the grade given to a student can then be viewed as a measurement (in logarithmic scale) of how much the posterior probability that the student’s model was correct has improved over the prior probability.” T. Tao, what’s new, June 1

Jean-Michel Marin pointed out to me the recent post of Terry Tao on setting a subjective prior for allocating partial credits to multiple answer questions. (Although I would argue that the main purpose of multiple answer questions is to expedite grading!) The post considers only true-false questionnaires and the case when the student produces a probabilistic assessment of her confidence in the answer. In the format of a probability p for each question. The goal is then to devise a grading principle, f, such that f(p) goes to the right answer and f(1-p) to the wrong answer. This sounds very much like scoring weather forecasters and hence designing proper scoring rules. Which reminds me of the first time I heard a talk about this: it was in Purdue, circa 1988, and Morrie DeGroot gave a talk on scoring forecasters, based on a joint paper he had written with Susie Bayarri. The scoring rule is proper if the expected reward leads to pick p=q when p is the answer given by the student and q her true belief. Terry Tao reaches the well-known conclusion that the grading function f should be f(p)=log²(2p) where log² denotes the base 2 logarithm. One property I was unaware of is that the total expected score writes as N+log²(L) where L is the likelihood associated with the student’s subjective model. (This is the only true Bayesian aspect of the problem.)

An interesting and more Bayesian last question from Terry Tao is about what to do when the probabilities themselves are uncertain. More Bayesian because this is where I would introduce a prior model on this uncertainty, in a hierarchical fashion, in order to estimate the true probabilities. (A non-informative prior makes its way into the comments.) Of course, all this leads to a lot of work given the first incentive of asking multiple choice questions…

One may wonder at the link with scary Donald and there is none! But the next post by Terry Tao is entitled “It ought to be common knowledge that Donald Trump is not fit for the presidency of the United States of America”. And unsurprisingly, as an opinion post, it attracted a large number of non-mathematical comments.