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BAYES RULES! -in finite models (ECCAI2000) -but not in infinite! (MaxEnt2000) Stefan Arnborg, KTH Gunnar Sjödin, SICS

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Normative claim of Bayesianism 4 EVERY type of uncertainty should be treated as probability 4 Aristotle, Sun Zi(300BC), Bayes(1763), Laplace, von Clausewits, de Finetti, Jeffreys, Keynes, Ramsey, Oxenstierna, Adams, Lindley, Cheeseman, Jaynes,… 4 This claim is controversial and not universally accepted: Fisher(1922), Cramér, Zadeh, Dempster, Shafer, Smets, Walley(1999) …

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Fundamental Justifications 4 Consistent Betting Paradigm, Coherence: de Finetti, Savage(1950), Lindley(1982), … Snow(1999) 4 Information Based: Cox(1946), Aczél(1966), Jaynes(1994) Criticized by Paris(1994), Halpern(1999)

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Main Result: 4 Cox information based justification can be derived with weak common sense assumptions. Difference between finite and infinite models. 4 Assumptions are: Refinability Information independence Strict monotonicity Infinite case: Model is closed or closable

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Jaynes’s Desiderata on Uncertainty Management 4 Uncertainty is measured by real number, dependent on information subject possesses: A|C : plausibility of A given C. 4 Consistency. 4 Common sense.

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Real Numbered uncertainties 4 Given set of statements (possible world sets) A, B, C, … 4 Plausibility A|C: plausibility of A given that C is known to be true - a real number 4 Conjunction: AB 4 Disjunction A+B, Difference A-B 4 AB|C=F(A|BC, B|C) 4 A+B|C=G(A|C,B-A|C) 4 not A|C=S(A|C)

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RESCALABILITY THEOREMS 4 Under suitable assumptions there is a strictly monotone function w(x) such that 4 w(F(x,y))=w(x)w(y) 4 w(G(x,y))=w(x)+w(y) 4 I.E., by rescaling the plausibility measure by w, model becomes a probability model 4 I.E., if you accept the assumptions, then Bayes Rules!

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Invariance under rescaling 4 * and + are strictly monotone, symmetric, associative and jointly distributive 4 These properties are invariant under strictly monotone rescaling 4 If F and G violate the properties, rescaling is impossible.

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Consistency 4 AB|C==BA|C, thus F(A|BC,B|C)=F(B|AC,A|C) 4 A+B|C==B+A|C 4 (AB)C|D==A(BC)|D 4 (A+B)C|D==AC+BC|D 4 Does this mean that F,G must be associative, symmetric and jointly distributive??? 4 No, but with our assumptions these laws are inherited from corresponding laws of propositional logic!

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Previous common sense assumpti 4 F and G are strictly increasing 4 F and G(S) are twice continuously differentiable on (0,1) and associative (Cox 1946) 4 F and G associative, continuous (Aczél,1966) 4 Complex condition (Paris 1994) 4 ’Counterexample’ by Halpern(1999)

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OUR common sense assumptions 4 REFINABILITY: Assume B’|B=c was defined; It is now possible to refine another event A by A’ so that A’|A=c (cf Tribus, Jimison, Heckerman) 4 INFORMATION INDEPENDENCE: New events obtained by refinement of same event can be postulated independent: A|BC=A|C and B|AC=B|C ’Knowledge of one has no effect on plausibility of the other’

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Halpern’s Example: 4 Worlds A B C D E G H I J K L M D|E=H|J B|C = L|M A|C = I|JE|G = A|B H|J≈K|M D|G = K|LM

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Example: F(F(x,y),z)≈F(x,F(y,z)) C D E G H I J K L M D|E=H|J=x B|C = L|M=z A|C = I|JE|G = A|B=y H|J≈K|M D|G = K|LM

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Refine:A’|A=D|E: INCONSISTE C D E G H I J K L M D|E=H|J=x B|C = L|M=z A|C = I|JE|G = A|B=y H|J≈K|M D|G = K|LM A’ H|J=A’AB|C=K|M !!!!!!!!!!!!!

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OBSERVATION 1 4 The functions F and G must be symmetric and associative if refinability and information independence accepted 4 F, G must likewise be jointly distributive F(G(x,y),z)=G(F(x,z),F(y,z)) 4 But only on the finite domain of definition 4 Not enough for rescalability

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Rescalability is solvability of LP L4+L4-La=0 L3+L5-La=0 L2+L4-Lb=0 L1+L5-Lb=0 L4+L6-Lc=0 L3+L7-Lc=0 L2+L6-Ld=0 L1+L8-Ld=0 L1

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Proof structure: Rescalability=Consistnt Refinability 4 (i)->(ii): rescaling on discrete set can be interpolated smoothly over (0,1). 4 (ii)->(i) is trickier: assume that rescalability is impossible and show that existence of an inconsistent refinement follows. Find L such that ML=0 and DL>0

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Duality theory argument 4 If no point satisfies Mf=0 and Df>0, then a dual system has a solution d´. This solution is non- negative and normal to D(null space of Mf). 4 Null space of d’D contains null space of Mf. Thus c’M=d’D for some integer vector c. 4 The vector c yields inconsistent refinement.

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Duality explained If L such that ML=0 then not DL>0 F= {L:ML=0} DFDF DF has non-neg normal! d d1L1+…+d(n-1)L(n-1)= d1L2+…+d(n-1)Ln translates to F(a1,..,ak,c1,…,cm)=F(b1,…,bk,c1,…cm) with ai

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Inconsistency of Example: F(x4,x4)=F(x3,x5)=a +1 F(x2,x4)=F(x1,x5)=b -1 F(x4,x6)=F(x3,x7)=c -1 F(x2,x6)=F(x1,x8)=d +1 F(x7,q)=F(x8,q), where c Linear system turns out non-solvable; from dual solution we obtain c: q=F(x1,F(x2,F(x3,F(x4,F(x4,F(x5,x6)))))) Composing equations as indicated by c yields an inconsistency: This corresponds to an inconsistent refinement consisting of 9 information-independent new cases with plausibilties x1, x2, x3, x4, x4,…,x8 relative to an existing event

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Joint rescalability of F and G 4 Duality argument works also for G to + 4 We have observed the law of joint distributivity: F(G(x,y),z)=G(F(x,z),F(y,z)) 4 Scaling G to + transforms this to F(x+y,z)=F(x,z)+F(y,z)--Cauchy’s equation

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Cauchy’s Equation f(x+y)=f(x)+f(y) 4 Classical argument shows every bounded monotone solution must be linear: f(x)=kx 4 Slight modification for changing denseness assumption to refinability 4 Thus, F(x,z)=xc(z); with F(1,z)=z yields F(x,z)=xz !

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Summary, finite case: 4 Rescalability follows for finite models from weak common sense assumptions: strict monotonicity, refinability and information independence 4 Conjecture: Savages and Lindleys consistent betting behavior analyses can be similarly strengthened

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Probability model Counterexample Log probability i INFINITE CASE: NON-SEPARABILITY

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Extended Probability 4 Probability values are taken from a real ordered field. 4 A real ordered field is generated by rationals, reals and infinitesimals Example: x->0.5, y->0.5+ . 4 Extended probability has been shown equivalent to non-monotonic reasoning schemes (Benferhat, Dubois, Prade, 1997).

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Theorems, Infinite Models: 4 Every acceptable ordered plausibility model is equivalent to extended probability. 4 Every ordered closed plausibility model that can be embedded in the reals is equivalent to standard probability.

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SUMMARY 4 With assumptions of refinability, independence and strict monotonicity, finite ordered plausibility models are equivalent to probabilities 4 With further assumption of closability, infinite ordered plausibility models are equivalent to extended probabilities 4 And real closed plausibility models are equivalent to probabilities.

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OPEN PROBLEMS 4 Is it possible to obtain both coherence and consistency, asymptotically for infinite- dimensional systems? (Robins, Wasserman) 4 Partially ordered domain of plausibilities equivalent to Bayesian multiple contexts? 4 Relation Random Set theory -- DS theory?

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