added Bayes stuff

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Morten Hjorth-Jensen
2021-09-09 21:46:16 +02:00
parent 544ecb70b5
commit 146e70d762
7 changed files with 123 additions and 43 deletions
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@@ -1270,9 +1270,9 @@ Let us try to illustrate Bayes' theorem through an example.
!split
===== Example of Usage of Bayes' theorem =====
Let us suppose that you are undergoing a series of mammography scan in
Let us suppose that you are undergoing a series of mammography scans in
order to rule out possible breast cancer cases. We define the
sensitivity for a positive event by the variable $X$ (it takes binary
sensitivity for a positive event by the variable $X$. It takes binary
values with $X=1$ representing a positive event and $X=0$ being a
negative event. We reserve $Y$ as a classification parameter for
either a negative or a postive breast cancer confirmation.
@@ -1287,7 +1287,7 @@ p(X=1\vert Y=1) =0.8.
\]
!et
This obviously sounds scaring since many would conclude that if the test is positive, there is a likelihood of $80\%$ for having cancer.
This obviously sounds scary since many would conclude that if the test is positive, there is a likelihood of $80\%$ for having cancer.
It is however not correct, as the following Bayesian analysis shows.
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@@ -1318,6 +1318,19 @@ p(Y=1\vert X=1)=\frac{p(X=1\vert Y=1)p(Y=1)}{p(X=1\vert Y=1)p(Y=1)+p(X=1\vert Y=
!et
That is, in case of a positive test, there is only a $3\%$ chance of having cancer!
!split
===== Bayes' Theorem and Ridge and Lasso Regression =====
Hitherto we have discussed Ridge and Lasso regression in terms of a
linear analysis. This may to many of you feel rather technical and
perhaps not that intuitive. The question is whether we can develop a
more intuitive way of understanding what Ridge and Lasso express.
Before we proceed let us perform a Ridge and OLS analysis of a polynomial fit.
!split
===== Why resampling methods =====