Archive for Stephen Hawking

May I believe I am a Bayesian?!

Posted in Books, Statistics, University life with tags , , , , , , , , , on January 21, 2012 by xi'an

…the argument is false that because some ideal form of this approach to reasoning seems excellent n theory it therefore follows that in practice using this and only this approach to reasoning is the right thing to do.” Stephen Senn, 2011

Deborah Mayo, Aris Spanos, and Kent Staley have edited a special issue of Rationality, Markets and Morals (RMM) (a rather weird combination, esp. for a journal name!) on “Statistical Science and Philosophy of Science: Where Do (Should) They Meet in 2011 and Beyond?” for which comments are open. Stephen Senn has a paper therein entitled You May Believe You Are a Bayesian But You Are Probably Wrong in his usual witty, entertaining, and… Bayesian-bashing style! I find it very kind of him to allow us to remain in the wrong, very kind indeed…

   

Now, the paper somehow intersects with the comments Stephen made on our review of Harold Jeffreys’ Theory of Probability a while ago. It contains a nice introduction to the four great systems of statistical inference, embodied by de Finetti, Fisher, Jeffreys, and Neyman plus Pearson. The main criticism of Bayesianism à la de Finetti is that it is so perfect as to be outworldish. And, since this perfection is lost in the practical implementation, there is no compelling reason to be a Bayesian. Worse, that all practical Bayesian implementations conflict with Bayesian principles. Hence a Bayesian author “in practice is wrong”. Stephen concludes with a call for eclecticism, quite in line with his usual style since this is likely to antagonise everyone. (I wonder whether or not having no final dot to the paper has a philosophical meaning. Since I have been caught in over-interpreting book covers, I will not say more!) As I will try to explain below, I believe Stephen has paradoxically himself fallen victim of over-theorising/philosophising! (Referring the interested reader to the above post as well as to my comments on Don Fraser’s “Is Bayes posterior quick and dirty confidence?” for more related points. Esp. about Senn’s criticisms of objective Bayes on page 52 that are not so central to this discussion… Same thing for the different notions of probability [p.49] and the relative difficulties of the terms in (2) [p.50]. Deborah Mayo has a ‘deconstructed” version of Stephen’s paper on her blog, with a much deeper if deBayesian philosophical discussion. And then Andrew Jaffe wrote a post in reply to Stephen’s paper. Whose points I cannot discuss for lack of time, but with an interesting mention of Jaynes as missing in Senn’s pantheon.)

  

The Bayesian theory is a theory on how to remain perfect but it does not explain how to become good.” Stephen Senn, 2011

While associating theories with characters is a reasonable rethoretical device, especially with large scale characters as the one above!, I think it deters the reader from a philosophical questioning on the theory behind the (big) man. (In fact, it is a form of bullying or, more politely (?), of having big names shoved down your throat as a form of argument.)  In particular, Stephen freezes the (Bayesian reasoning about the) Bayesian paradigm in its de Finetti phase-state, arguing about what de Finetti thought and believed. While this is historically interesting, I do not see why we should care at the praxis level. (I have made similar comments on this blog about the unpleasant aspects of being associated with one character, esp. the mysterious Reverent Bayes!) But this is not my main point.

…in practice things are not so simple.” Stephen Senn, 2011

The core argument in Senn’s diatribe is that reality is always more complex than the theory allows for and thus that a Bayesian has to compromise on her/his perfect theory with reality/practice in order to reach decisions. A kind of philosophical equivalent to Achille and the tortoise. However, it seems to me that the very fact that the Bayesian paradigm is a learning principle implies that imprecisions and imperfections are naturally endowed into the decision process. Thus avoiding the apparent infinite regress (Regress ins Unendliche) of having to run a Bayesian analysis to derive the prior for the Bayesian analysis at the level below (which is how I interpret Stephen’s first paragraph in Section 3). By refusing the transformation of a perfect albeit ideal Bayesian into a practical if imperfect bayesian (or coherent learner or whatever name that does not sound like being a member of a sect!), Stephen falls short of incorporating the contrainte de réalité into his own paradigm. The further criticisms found about prior justification, construction, evaluation (pp.59-60) are also of that kind, namely preventing the statistician to incorporate a degree of (probabilistic) uncertainty into her/his analysis.

In conclusion, reading Stephen’s piece was a pleasant and thought-provoking moment. I am glad to be allowed to believe I am a Bayesian, even though I do not believe it is a belief! The praxis of thousands of scientists using Bayesian tools with their personal degree of subjective involvement is an evolutive organism that reaches much further than the highly stylised construct of de Finetti (or of de Finetti restaged by Stephen!). And appropriately getting away from claims to being perfect or right. Or even being more philosophical.

Truly random [again]

Posted in Books, R, Statistics, University life with tags , , , , , , , , on December 10, 2010 by xi'an

“The measurement outputs contain at the 99% confidence level 42 new random bits. This is a much stronger statement than passing or not passing statistical tests, which merely indicate that no obvious non-random patterns are present.” arXiv:0911.3427

As often, I bought La Recherche in the station newsagent for the wrong reason! The cover of the December issue was about “God and Science” and I thought this issue would bring some interesting and deep arguments in connection with my math and realism post. The debate is very short, does not go in any depth. reproduces the Hawking’s quote that started the earlier post, and recycles the same graph about cosmology I used last summer in Vancouver! However, there are alternative interesting entries about probabilistic proof checking in Mathematics and truly random numbers… The first part is on an ACM paper on the PCP theorem by Irit Dinur, but is too terse as is (while the theory behind presumably escapes my abilities!). The second part is about a paper in Nature published by Pironio et al. and arXived as well. It is entitled “Random numbers certified by Bell’s Theorem” and also is one of the laureates of the La Recherche prize this year. I was first annoyed by the French coverage of the paper, mentioning that “a number was random with a probability of 99%” (?!) and that “a sequence of numbers is  perfectly random” (re-?!). The original paper is however stating the same thing, hence stressing the different meaning associated to randomness by those physicists, “the unpredictable character of the outcomes” and “universally-composable security”. The above “probability of randomness” is actually a p-value (associated with the null hypothesis that Bell’s inequality is not violated) that is equal to 0.00077. (So the above quote is somehow paradoxical!) The huge apparatus used to produce those random events is not very efficient: on average, 7 binary random numbers are detected per hour… A far cry from the “truly random” generator produced by Intel!

Ps-As a concidence, Julien Cornebise pointed out to me that there is a supplement in the journal about “Le Savoir du Corps” which is in fact handled by the pharmaceutical company Servier, currently under investigation for its drug Mediator… A very annoying breach of basic journalistic ethics in my opinion!

Mathematics and realism

Posted in Books with tags , , , , , , , , , , , on November 27, 2010 by xi'an

I read in Liberation a rather surprising tribune (in French) by “Yann Moix, writer”. The starting point is a criticism of Stephen Hawking (and Leonard Mlodinow)’s recent book The Grand Design, With regards to its conclusion that a god is not necessary to explain the creation and the working of the Universe: “It is not necessary to invoke God to light the blue touch paper and set the universe going.” I haven’t read Hawking’s book (although I briefly considered buying it in London last time I was there, here is a Guardian review), I had never heard before of this (controversial) writer, and I do not see the point in debating about supernatural beings (except when reviewing a fantasy book!). However, the arguments of Moix are rather limited from a philosophical viewpoint.

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