Tag Archives: Bayesian

Hofstadter’s Law

I read Douglas Hofstadter’s new book I am a Strange Loop, which argues that consciousness happens spontaneously after a system of dynamic patterns is sufficiently complex.  Strange loops of self-awareness  existing on multiple levels (as in Godel’s famous proof) create hallucinations of a hallucination, and so an "I" forms.  Anyway, as I often do when reading nonfiction, I read a little bit more about the author, and was struck by Hofstadter’s law: It always takes longer than you expect, even when you take into account Hofstadter’s law (note this is recursive and paradoxical, which is Hofstader’s specialty). This turns out to be pretty well known among programmers where everyone has read Hofstadter’s Godel, Escher, Bach.

As they say, Hofstadter’s Law is funny because it rings true to many programmers, who often work on complex projects that take years to complete.  Clearly an alternative to the Law of Iterated expectations.  Why might people involved in sufficiently complicated tasks–writing a paper, a book, building a deck–generally underestimate their length?  I think the main reason is that goals become self-fulfilling, so any lengthening of a goal time would add to the total time  the way bureaucracies spend the limit of their budget whatever it is.  Just like a group of people, people themselves have multiple goals; to watch tv, to get a project done, to be a better golfer.  A successful goal needs a  bias to compete with your other goals, who probably also have biased homunculus advocating for them in your mind. 

On one level an unbiased expectation is optimal because it allows us to allocate our resources more efficiently.  But there are many cases where this is not true, where a little too much hope and faith actually makes you a more successful person, and more fun to be around.  Just think about how annoying ‘brutally frank’ people are–they are jerks.  Think about the guy who thinks he is a better dancer than he really his confidence actually makes him a better dancer, because part of good dancing is not being self-conscious.  Robert Trivers has pointed out that self-deception is, in moderation, an evolutionary advantage, in that a liar who believes his own lies is a more effective persuader than a lie who knows he is lying, and fundamentally we are social animals trying to convince others to do this or think that.

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Reporting Chains Swallow Extraordinary Evidence

In January I claimed:

An extraordinary claim is usually itself extraordinary evidence … I would be very unlikely to make such claims in situations where I did not have good reasons to think them true.  The times to be more skeptical of unlikely claims are when there is a larger than usual chance that someone would make such a claim even if it were not true. 

Eliezer responded, and then I outlined a formal model.  I now have a working paper.  In it, I consider the effect of people being organized into a reporting chain, such as up the levels of an organization, or from researcher to referee to editor to reporter to editor and so on.  The new interesting result:

When people are organized into a reporting chain, noise levels grow exponentially with chain length; long chains seem incapable of communicating extraordinary evidence.   

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Truth is stranger than fiction

Robin asks the following question here:

How does the distribution of truth compare to the distribution of opinion?  That is, consider some spectrum of possible answers, like the point difference in a game, or the sea level rise in the next century. On each such spectrum we could get a distribution of (point-estimate) opinions, and in the end a truth.  So in each such case we could ask for truth’s opinion-rank: what fraction of opinions were less than the truth?  For example, if 30% of estimates were below the truth (and 70% above), the opinion-rank of truth was 30%.

If we look at lots of cases in some topic area, we should be able to collect a distribution for truth’s opinion-rank, and so answer the interesting question: in this topic area, does the truth tend to be in the middle or the tails of the opinion distribution?  That is, if truth usually has an opinion rank between 40% and 60%, then in a sense the middle conformist people are usually right.  But if the opinion-rank of truth is usually below 10% or above 90%, then in a sense the extremists are usually right.

My response:

1.  As Robin notes, this is ultimately an empirical question which could be answered by collecting a lot of data on forecasts/estimates and true values.

2.  However, there is a simple theoretical argument that suggests that truth will be, generally, more extreme than point estimates, that the opinion-rank (as defined above) will have a distribution that is more concentrated at the extremes as compared to a uniform distribution.

The argument goes as follows:

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Sick of Textbook Errors

One of the most well-worn examples in introductions to Bayesian reasoning is testing for rare diseases: if the prior probability that a patient has a disease is sufficiently low, the probability that the patient has the disease conditional on a positive diagnostic test result may also be low, even for very accurate tests. One might hope that every epidemiologist would be familiar with this textbook problem, but this New York Times story suggests otherwise:

For months, nearly everyone involved thought the medical center had had a huge whooping cough outbreak, with extensive ramifications. [...]

Then, about eight months later, health care workers were dumbfounded to receive an e-mail message from the hospital administration informing them that the whole thing was a false alarm.

Now, as they look back on the episode, epidemiologists and infectious disease specialists say the problem was that they placed too much faith in a quick and highly sensitive molecular test that led them astray.

While medical professionals can modestly improve their performance on inventories of cognitive bias when coached, we should not overestimate the extent to which formal instruction such as statistics or epidemiology classes will improve actual behavior in the field.

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A Model of Extraordinary Claims

Last week I claimed that the saying "extraordinary claims require extraordinary evidence" is appropriate anytime people too easily make more extreme claims than their evidence can justify.  Eliezer, however, whom I respect, thought the saying appropriate anytime people make claims with a very low prior probability.  So I have worked out a concrete math model to explore our dispute.  I suggest that if you are math averse you stop reading this post now. 

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Extraordinary Claims ARE Extraordinary Evidence

There is a common saying used to dismiss surprising claims: "extraordinary claims require extraordinary evidence."  This idea is used to justify holding controversial claims to a higher standard of evidence than uncontroversial claims.   

Now the saying is obviously true in a simple Bayesian sense:  the lower your pre-evidence probability for a claim, the stronger your evidence must be (in likelihood ratio terms) to raise your post-evidence probability above any given threshold.  But this saying can be a misleading way to think about testimonial evidence. 

Consider that in ordinary conversation we commonly believe claims with very low pre-evidence probabilities.  Imagine that I were to tell you that my children had just died in a horrible freak accident involving a cell phone, a plane and a gas truck, or that I would meet you next Tuesday at 8:47am at 11 feet NW of the smaller statue in a certain square.  You would probably just believe me, as you usually believe things I tell you, even though you would have assigned a very low probability to those claims before you heard my statement.   

Are we gullible to believe such unlikely claims without asking for extra evidence?  No; the fact that I make such an extraordinary claim is usually itself extraordinary evidence (with a very high likelihood ratio); I would be very unlikely to make such claims in situations where I did not have good reasons to think them true. 

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Statistical Discrimination is (Probably) Bad

A while back I wrote a post suggesting that it would be better if people didn’t statistically discriminate (i.e., refused to use information on the average characterists of a group when making judgments about individuals from that group). The idea (not original to me) was that an individual from a group with bad average characteristics will lack an incentive to invest in improving since they won’t be judged on their individual merits anyway. Various comments and discussions and trackbacks have generated a few further thoughts:

1. There is no guarantee that a refusal to discriminate will increase economic efficiency; for that to be true, it would have to be the case that the benefit of improved investment incentives outweighs the cost of discarding useful information.

2. The benefit of a refusal to discriminate increases if you place any weight on the normative proposition that everyone deserves to be judged on their own merits.

3. The benefit also increases if you believe that discrimination leads to alienation and various forms of costly anti-social behavior in the discriminated-against group.

4. Bryan Caplan suggests that statistical discrimination is at least mitigated, and possibly eliminated, by the fact that high-attribute individuals in groups with low average attributes have an incentive to “counter-signal” by taking some action to show that they are in fact high attribute. It is true that the possibility of counter-signalling will mitigate the harm from statistical discrimination, but I don’t see how it can ever make it go away. Someone who bears both the direct cost of investment and the additional cost of counter-signalling will have less incentive to invest than someone who bears only the direct cost. Furthermore, counter-signalling may not be cheap; it’s pretty darn costly to write a dissertation under an advisor known for high-tech mathematics just to show you don’t suck at math if you didn’t want to write with that guy anyway, you may just decide to punt and go to law school instead. Finally, the problem may accumulate over an individual’s life as each investment not made makes the next one costlier until the point where an investment that would otherwise have been possible no longer is.

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We Can’t Foresee To Disagree

How much can Aumann style "we can’t agree to disagree" results say about real human disagreements?  One reason for doubt is that Aumann required agents to have common knowledge of their current opinions, i.e., of what their next honest statements would be.   But how often do our conversations reach an "end" where everyone is sure no one has changed their mind since last speaking?

A few years ago I published a more relevant variation: "we can’t foresee to disagree."  The setup is again two Bayesians with estimates on the same topic (i.e., the expected value of a random variable), but here they have estimates at two different times.  The first Bayesian could foresee a disagreement if he could estimate a non-zero direction in which the second Bayesian’s estimate will differ from his own estimate.   And he could visibly foresee this disagreement if he could announce this direction, so that it was clear (i.e., common knowledge) to them both that the second Bayesian heard it.   

For example, I would visibly foresee disagreeing with you if I said "I think will probably rain tomorrow, but I’m guessing that in an hour you will think it probably won’t rain."  It turns out that such visible foreseeing of a disagreement is impossible for Bayesians with the same prior.  Of course humans disagree this way all the time; if someone says it won’t rain, and then you say it will rain, you can be pretty sure they won’t next be even more sure than you were that it will rain.  (Lab data confirms this.)   

This result holds for arbitrary (finite) info distributions that may improve with time.  It is also easy to weaken the common knowledge requirement; they might make estimates conditional on the second Bayesian hearing, or if they were only pretty sure the second Bayesian heard they could only foresee a small disagreement.  It is also easy to allow cognitive errors; Bayesian wannabes could only foresee disagreements due to errors, and then only if they disagreed about topics where info is irrelevant.

Of course there still remain the issues of how relevant are honest Bayesians as a normative standard, and whether reasonable priors must be common. 

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Two Cheers for Ignoring Plain Facts

Robin argued in an earlier post that we should use stereotypes to the extent that they contain useful information. The impulse to use all relevant information is generally a good one, but there are solid grounds for certain rule-based refusals to do so. For example:

1. The fact that jurors are supposed to assume that the guy in the dock committed the crime with probability 1/N, when everyone knows that it is really much higher than that, restrains cops who might otherwise exploit their power to get someone convicted on little evidence other than the fact that they were arrested.

2. A ban on statistical discrimination in employment increases the incentive for members of groups with high average levels of some bad attribute to invest in themselves, secure in the knowledge that discrimination will not prevent them from realizing the gains from those investments.

3. A ban on racial profiling, even though everybody knows that there are large cross-group differences in crime and terrorism, makes it harder for the authorities to harass people from unpopular groups just for kicks (and despite much progress on this front, there are no small number of cops who are inclined to do exactly that, and a policy in which it was possible to do so would attract many more of them). Perhaps more importantly, a color/race/religion blind policy, by its very nature, alters the experience of receiving scrutiny by the authorities. If 22 year-old Muslim men and 75 year-old Swedish women are equally likely to get searched at the airport, then the search is experienced as a nuisance. Everyone rolls their eyes, looks at their watches, and commiserates together about what a hassle it all is. When it’s only the 22 year-old Muslim males getting searched, the experience is totally different and much less benign, both for the “bad” groups getting searched and for the “good” groups walking by them.

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Normative Bayesianism and Disagreement

Normative Bayesianism says that you ought to believe as you would if you were an ideal Bayesian believer and so believing is what it is to believe rationally. An ideal Bayesian believer has (1) beliefs by having credences, where a credence is a degree of belief in a proposition; (2) has a Prior = a complete consistent set of credences (capitalized to avoid confusing priors = a person’s credences with Priors = a plurality of complete consistent sets of credences), that is to say, has a credence function from the sigma algebra of propositions into the reals such that the credence function is a measure that is a probability function; (3) changes his beliefs on the basis of the evidence he has acquired by updating his credence function by the use of Bayes’ theorem.

Much of the earlier discussion about the rationality of disagreement and the requirement of modesty was advanced on the basis of the claim that Bayesian believers cannot rationally disagree. But there are different versions of what precisely that claim might be.

Strong Bayesian Agreement: Ideal Bayesian believers who have common knowledge of each others opinion of a proposition agree on that proposition.

Moderate Bayesian Agreement: Ideal Bayesian believers who have rational Priors and common knowledge of each others opinion of a proposition agree on that proposition.

Weak Bayesian Agreement: Ideal Bayesian believers who have a common Prior and common knowledge of each others opinion of a proposition agree on that proposition.

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