Bayes Theorem

Bayes Theorem

Creator
Creator
Seonglae ChoSeonglae Cho
Created
Created
2019 Dec 29 13:56
Editor
Edited
Edited
2024 Dec 5 16:2

Bayes' rule

We use Bayes’ rule when we have a hypothesis and observed some evidence, and we want to get probability of Hypothesis given the evidence. That is a method for calculating posterior probability using prior probability and likelihood. We can induce probability of hypothesis given the evidence by filtering out possibilities fitting the evidence from all possibilities.
It's a formula expressing a
Statistical Thinking
, one form derived from the definitions of
Conditional probability
,
Joint Probability
, and
Marginalization
.
The car key example well illustrates Bayes' probability because it shows how the probability distribution of a model's parameters changes before and after observation. It is a formula for calculating the degree of updated belief based on prior probability and new evidence, using conditional probability to calculate the posterior probability.
We can chain is
Hyperparameter
used to determine prior and not is the reason that hyperparameters alpha and beta are used to determine the prior probability distribution, but they do not affect the relationship between the data D and the model parameter theta

Log form

where
Bayes Theorem Notion
 
 
 
 
 
Bayes theorem, the geometry of changing beliefs
Perhaps the most important formula in probability. Help fund future projects: https://www.patreon.com/3blue1brown An equally valuable form of support is to simply share some of the videos. Special thanks to these supporters: http://3b1b.co/bayes-thanks Home page: https://www.3blue1brown.com The quick proof: https://youtu.be/U_85TaXbeIo Interactive made by Reddit user Thoggalluth: https://nskobelevs.github.io/p5js/BayesTheorem/ The study with Steve: https://science.sciencemag.org/content/185/4157/1124 http://www.its.caltech.edu/~camerer/Ec101/JudgementUncertainty.pdf You can read more about Kahneman and Tversky's work in Thinking Fast and Slow, or in one of my favorite books, The Undoing Project. Contents: 0:00 - Intro example 4:09 - Generalizing as a formula 10:13 - Making probability intuitive 13:35 - Issues with the Steve example ------------------ These animations are largely made using manim, a scrappy open-source python library: https://github.com/3b1b/manim If you want to check it out, I feel compelled to warn you that it's not the most well-documented tool, and it has many other quirks you might expect in a library someone wrote with only their own use in mind. Music by Vincent Rubinetti. Download the music on Bandcamp: https://vincerubinetti.bandcamp.com/album/the-music-of-3blue1brown Stream the music on Spotify: https://open.spotify.com/album/1dVyjwS8FBqXhRunaG5W5u If you want to contribute translated subtitles or to help review those that have already been made by others and need approval, you can click the gear icon in the video and go to subtitles/cc, then "add subtitles/cc". I really appreciate those who do this, as it helps make the lessons accessible to more people. ------------------ 3blue1brown is a channel about animating math, in all senses of the word animate. And you know the drill with YouTube, if you want to stay posted on new videos, subscribe: http://3b1b.co/subscribe Various social media stuffs: Website: https://www.3blue1brown.com Twitter: https://twitter.com/3blue1brown Reddit: https://www.reddit.com/r/3blue1brown Instagram: https://www.instagram.com/3blue1brown_animations/ Patreon: https://patreon.com/3blue1brown Facebook: https://www.facebook.com/3blue1brown
Bayes theorem, the geometry of changing beliefs
 
 

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