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A Bayesian Dive 
Somik Raha, Vedika Research
Question 
If someone is a haemophiliac, what is your probability that this 
person is a male? 
If someone is a male, what is your probability that this person 
is a haemophiliac?
Question 
If someone is a haemophiliac, what is your probability that this 
person is a male? 
If someone is a male, what is your probability that this person 
is a haemophiliac? 
Haemophilia A (clotting factor VIII deficiency) is the most common form of the 
disorder, present in about 1 in 5,000–10,000 male births.
44% 
44% 
12% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Male%given%Haemophilia% 
88% 
12% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Haemophilia*given*Male* 
Male given Hemophiliac (n=9) Haemophiliac given Male (n=9)
44% 
44% 
12% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Male%given%Haemophilia% 
88% 
12% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Haemophilia*given*Male* 
Male given Hemophiliac (n=9) Haemophiliac given Male (n=9)
Willing to be shot if you are wrong! 
44% 
44% 
12% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Male%given%Haemophilia% 
88% 
12% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Haemophilia*given*Male* 
Male given Hemophiliac (n=9) Haemophiliac given Male (n=9)
Willing to be shot if you are wrong! And, you are wrong! 
44% 
44% 
12% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Male%given%Haemophilia% 
88% 
12% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Haemophilia*given*Male* 
Male given Hemophiliac (n=9) Haemophiliac given Male (n=9)
Placing a 100% probability on anything implies 
you are willing to be shot if you are wrong.
What if you thought that P(Haemophiliac|Male) = 
P(Male|Haemophiliac)? 
Male given Hemophiliac (n=9) Haemophiliac given Male (n=9) 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Male%given%Haemophilia% 
44% 
44% 
12% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Haemophilia*given*Male* 
88% 
12% 
0%# 
Male%given%Haemophilia% 
44% 
44% 
12% 
instead of
What if you thought that P(Haemophiliac|Male) = 
P(Male|Haemophiliac)? 
Male given Hemophiliac (n=9) Haemophiliac given Male (n=9) 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Male%given%Haemophilia% 
44% 
44% 
12% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Haemophilia*given*Male* 
88% 
12% 
0%# 
Male%given%Haemophilia% 
44% 
44% 
12% 
instead of 
Associative Logic Error
Examples of Associative Logic Error 
Naseeruddin Shah in Court Scene of “Khuda Key Liye” 
Deen mey daari hai, daari mey deen nahi 
The faithful have beards, but the beard does not have any faith
Examples of Associative Logic Error 
What is the essence of Jainism? 
Cultural Jains: Non-violence and vegetarianism
Examples of Associative Logic Error 
What is the essence of Jainism? 
Cultural Jains: Non-violence and vegetarianism 
Mahavira
Examples of Associative Logic Error 
What is the essence of Jainism? 
Cultural Jains: Non-violence and vegetarianism 
Mahavira 
Essence: Aliveness of the Universe
Examples of Associative Logic Error 
What is the essence of Jainism? 
Cultural Jains: Non-violence and vegetarianism 
Mahavira 
You cannot die 
Essence: Aliveness of the Universe 
vs 
Suicide
Question 
If someone has lung cancer, what is your probability that this 
person was a smoker? 
If someone is a smoker, what is your probability that this 
person will get lung cancer?
Smoker,(given(lung(cancer( 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Lung%cancer,%given%smoker% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Smoker given Lung Cancer (n=9) Lung Cancer given Smoker (n=9) 
What do you notice? 
33% 
22% 
44% 
33% 
22% 
33%
44% 
44% 
12% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Male%given%Haemophilia% 
88% 
12% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Haemophilia*given*Male* 
Male given Hemophiliac (n=9) Haemophiliac given Male (n=9) 
Smoker,(given(lung(cancer( 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Lung%cancer,%given%smoker% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Smoker given Lung Cancer (n=9) Lung Cancer given Smoker (n=9) 
What do you notice? 
33% 
22% 
44% 
33% 
22% 
33%
44% 
44% 
12% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Male%given%Haemophilia% 
88% 
12% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Haemophilia*given*Male* 
Male given Hemophiliac (n=9) Haemophiliac given Male (n=9) 
Condition Gender Joint 
1 in 5000 males 
is haemophiliac 
0.01% * 95% = 
0.01% * 5% = 
99.99% * 50% = 
99.99% * 50% = 
95% of all hemophilia 
cases are male 
The Math of Probability 
Prior Likelihood
1 in 5000 males 
is haemophiliac 
95% of all hemophilia 
cases are male 
Joint 
0.01% * 95% = 
0.01% * 5% = 
99.99% * 50% = 
99.99% * 50% = 
0.0095% 
0.0005% 
49.995% 
49.995% 
The Math of Probability 
Condition Gender 
Prior Likelihood
Joint 
0.01% * 95% = 
0.01% * 5% = 
0.0095% 
0.0005% 
The Math of Probability 
? 
? 
? 
? 
Condition Gender 
99.99% * 50% = 
99.99% * 50% = 
49.995% 
49.995% 
Prior Likelihood 
Pre-Posterior Posterior
Joint 
0.01% * 95% = 
0.01% * 5% = 
0.0095% 
0.0005% 
The Math of Probability 
Condition Gender 
99.99% * 50% = 
99.99% * 50% = 
49.995% 
49.995% 
Prior Likelihood 
Pre-Posterior Posterior 
0.0095% 
? 
? 
49.995%
Joint 
0.01% * 95% = 
0.01% * 5% = 
0.0095% 
0.0005% 
49.995% 
0.0005% 
The Math of Probability 
Condition Gender 
99.99% * 50% = 
99.99% * 50% = 
49.995% 
49.995% 
Prior Likelihood 
Pre-Posterior Posterior 
0.0095% 
49.995%
Joint 
0.01% * 95% = 
0.01% * 5% = 
0.0095% 
0.0005% 
50% = 50% * ? 
49.995% 
50% 0.0005% 
The Math of Probability 
Condition Gender 
99.99% * 50% = 
99.99% * 50% = 
49.995% 
49.995% 
Prior Likelihood 
Pre-Posterior Posterior 
0.0095% 
49.995% 
= 50% * ? 
= 50% * ? 
= 50% * ?
Joint 
0.01% * 95% = 
0.01% * 5% = 
0.0095% 
0.0005% 
49.995% 
0.019% 
50% 0.0005% 
The Math of Probability 
Condition Gender 
99.99% * 50% = 
99.99% * 50% = 
49.995% 
49.995% 
Prior Likelihood 
Pre-Posterior Posterior 
0.0095% 
49.995% 
50% 
99.998% 
0.001% 
99.999%
Joint 
0.0095% 
0.0005% 
49.995% 
0.019% 
50% 0.0005% 
The Math of Probability 
Condition Gender 
49.995% 
49.995% 
Prior Likelihood 
Pre-Posterior Posterior 
0.0095% 
49.995% 
50% 
99.998% 
0.001% 
99.999%
49.995% 
0.019% 
50% 0.0005% 
The Math of Probability 
Pre-Posterior Posterior 
0.0095% 
49.995% 
50% 
99.998% 
0.001% 
99.999% 
In this case, your intuition 
matched the math!
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
12% 
49.995% 
44% 
44% 
12% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
0.019% 
50% 0.0005% 
88% 
The Math of Probability 
Pre-Posterior Posterior 
0.0095% 
49.995% 
50% 
99.998% 
0.001% 
99.999% 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Male%given%Haemophilia% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
0%# 
Haemophilia*given*Male* 
Male given Hemophiliac (n=9) Haemophiliac given Male (n=9) 
In this case, your intuition 
matched the math!
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
12% 
49.995% 
44% 
44% 
12% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
0.019% 
50% 0.0005% 
88% 
The Math of Probability 
Pre-Posterior Posterior 
0.0095% 
49.995% 
50% 
99.998% 
0.001% 
99.999% 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Male%given%Haemophilia% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
0%# 
Haemophilia*given*Male* 
Male given Hemophiliac (n=9) Haemophiliac given Male (n=9) 
In this case, your intuition 
matched the math!
Now let’s work this example Instructions: 
Smoker,(given(lung(cancer( 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Smoker given Lung Cancer (n=9) 
1. Fill in the prior and likelihood 
2. Calculate joint probability 
3. Flipped tree 
4. Place joints correctly 
5. Calculate pre-posterior 
probability (add up joints) 
6. Calculate posterior probability 
(divide joint by pre-posterior) 
7. Report probability of lung 
cancer given smoker 
Put the probability you 
thought of over here
Now let’s work this example 
Smoker,(given(lung(cancer( 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Smoker given Lung Cancer (n=9) 
Lung%cancer,%given%smoker% 
33% 
22% 
33% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Lung Cancer given Smoker (n=9) 
CDC: 
19.3% 
of 
all 
Americans 
are 
smokers 
(2010) 
Na<onal 
Cancer 
Ins<tute: 
226,000 
Americans 
in 
2012 
will 
be 
diagnosed 
with 
lung 
cancer 
US 
Census 
Bureau: 
313 
million 
people 
in 
the 
US 
as 
of 
Apr 
21,2012 
% 
with 
lung 
cancer: 
0.07% 
Lung 
Cancer 
Prognosis: 
8.9% 
of 
around 
25,000 
lung 
cancer 
pa<ents 
were 
never 
smokers; 
therefore 
91.1% 
of 
lung 
cancer 
pa<ents 
were 
smokers
So what’s the big deal about all this? 
Bayesian mathematics is how our brain is actually wired. 
It is the math of common sense. 
Core of machine learning 
Spam filters
Turns out this is how we normally learn 
Alison Gopnik, TED Talk, “What Do Babies Think?”
Turns out this is how we normally learn 
Alison Gopnik, TED Talk, “What Do Babies Think?”
Reflections? 
Suggested further reading: “The Theory That Would Not Die”
Ayurvedic probabilistic fun 
From Vedika’s Research Labs 
Arthritis Diagnostic Engine 
Osteo 
Rheumatoid 
Gout
Swelling Symptoms Pain Digestive Problems 
Tight, Inflamed 
Inflammation & 
General Swelling 
Cracking of joints 
Loss of appetite 
Skin issues 
Fixed 
Sharp Shooting 
Swelling( Symptoms( 
Present 
Absent 
Pain( 
Arthri4s( 
Diges4ve( 
Problems( 
Star4ng( 
Loca4on( 
Effect(of( 
Oiling( 
Tongue Coating 
No Tongue Coating 
Tongue( 
Coa4ng( 
Redness 
… 
Relevance Diagrams (this is an exact computational tree)
Trace one pathway of logic 
Osteo Arthritis 
Rheumatoic Arth 
Gout 
Cracking of joints 
Fixed Pain 
Digestive Problems Present 
pOsteo 
p1 
p2 
p3 
Joint 
= pOsteo * p1 * p2 * p3 
= pJoint 
Cracking of joints 
Flip it! pOsteo* 
Fixed Pain 
Digestive Problems Present 
p1 
p2 
p3 
= pJoint Osteo Arthritis 
Rheumatoic Arth 
Gout 
pOsteo* = pJoint 
p1 * p2 * p3
Let’s try it 
Need a volunteer Vaidya 
Rest of you please follow along and 
answer the questions as well
Getting into continuous land 
PDF and CDF 
No new idea, really!
The thing about binomials 
Toss n independent coins 
p : probability of 1 heads 
p(k,n) : probability of getting k heads in n tosses 
p(k,n) = C(n,k) * p^k * (1-p)^(n-k)
Appendix
Historical (n=30) Vaidya Scientists (n = 9) 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
100%# 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Haemophilia*given*Male* 
0%# 
Male%given%Haemophilia% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Haemophilia*given*Male* 
0%# 
Male%given%Haemophilia% 
Male given Hemophilia Haemophilia given Male
Historical (n=30) Vaidya Scientists (n = 9) 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
100%# 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Haemophilia*given*Male* 
0%# 
Male%given%Haemophilia% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Haemophilia*given*Male* 
0%# 
Male%given%Haemophilia% 
63% 100% 
Male given Hemophilia Haemophilia given Male
Historical (n=30) Vaidya Scientists (n = 9) 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
100%# 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Haemophilia*given*Male* 
0%# 
Male%given%Haemophilia% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Haemophilia*given*Male* 
0%# 
Male%given%Haemophilia% 
63% 100% 
66% 89% 
Male given Hemophilia Haemophilia given Male
Historical (n=30) Vaidya Scientists (n = 9) 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
100%# 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Haemophilia*given*Male* 
0%# 
Male%given%Haemophilia% 
0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
100%# 
>80%#but#<100%# 
>60%#but#<=80%# 
>40%#but#<=60%# 
>20%#but#<=40%# 
>0%#but#<=20%# 
0%# 
Haemophilia*given*Male* 
0%# 
Male%given%Haemophilia% 
63% 100% 
66% 89% 
Male given Hemophilia Haemophilia given Male

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A Bayesian Dive

  • 1. A Bayesian Dive Somik Raha, Vedika Research
  • 2. Question If someone is a haemophiliac, what is your probability that this person is a male? If someone is a male, what is your probability that this person is a haemophiliac?
  • 3. Question If someone is a haemophiliac, what is your probability that this person is a male? If someone is a male, what is your probability that this person is a haemophiliac? Haemophilia A (clotting factor VIII deficiency) is the most common form of the disorder, present in about 1 in 5,000–10,000 male births.
  • 4. 44% 44% 12% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Male%given%Haemophilia% 88% 12% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Haemophilia*given*Male* Male given Hemophiliac (n=9) Haemophiliac given Male (n=9)
  • 5. 44% 44% 12% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Male%given%Haemophilia% 88% 12% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Haemophilia*given*Male* Male given Hemophiliac (n=9) Haemophiliac given Male (n=9)
  • 6. Willing to be shot if you are wrong! 44% 44% 12% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Male%given%Haemophilia% 88% 12% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Haemophilia*given*Male* Male given Hemophiliac (n=9) Haemophiliac given Male (n=9)
  • 7. Willing to be shot if you are wrong! And, you are wrong! 44% 44% 12% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Male%given%Haemophilia% 88% 12% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Haemophilia*given*Male* Male given Hemophiliac (n=9) Haemophiliac given Male (n=9)
  • 8. Placing a 100% probability on anything implies you are willing to be shot if you are wrong.
  • 9. What if you thought that P(Haemophiliac|Male) = P(Male|Haemophiliac)? Male given Hemophiliac (n=9) Haemophiliac given Male (n=9) 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Male%given%Haemophilia% 44% 44% 12% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Haemophilia*given*Male* 88% 12% 0%# Male%given%Haemophilia% 44% 44% 12% instead of
  • 10. What if you thought that P(Haemophiliac|Male) = P(Male|Haemophiliac)? Male given Hemophiliac (n=9) Haemophiliac given Male (n=9) 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Male%given%Haemophilia% 44% 44% 12% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Haemophilia*given*Male* 88% 12% 0%# Male%given%Haemophilia% 44% 44% 12% instead of Associative Logic Error
  • 11. Examples of Associative Logic Error Naseeruddin Shah in Court Scene of “Khuda Key Liye” Deen mey daari hai, daari mey deen nahi The faithful have beards, but the beard does not have any faith
  • 12. Examples of Associative Logic Error What is the essence of Jainism? Cultural Jains: Non-violence and vegetarianism
  • 13. Examples of Associative Logic Error What is the essence of Jainism? Cultural Jains: Non-violence and vegetarianism Mahavira
  • 14. Examples of Associative Logic Error What is the essence of Jainism? Cultural Jains: Non-violence and vegetarianism Mahavira Essence: Aliveness of the Universe
  • 15. Examples of Associative Logic Error What is the essence of Jainism? Cultural Jains: Non-violence and vegetarianism Mahavira You cannot die Essence: Aliveness of the Universe vs Suicide
  • 16. Question If someone has lung cancer, what is your probability that this person was a smoker? If someone is a smoker, what is your probability that this person will get lung cancer?
  • 17. Smoker,(given(lung(cancer( 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Lung%cancer,%given%smoker% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Smoker given Lung Cancer (n=9) Lung Cancer given Smoker (n=9) What do you notice? 33% 22% 44% 33% 22% 33%
  • 18. 44% 44% 12% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Male%given%Haemophilia% 88% 12% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Haemophilia*given*Male* Male given Hemophiliac (n=9) Haemophiliac given Male (n=9) Smoker,(given(lung(cancer( 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Lung%cancer,%given%smoker% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Smoker given Lung Cancer (n=9) Lung Cancer given Smoker (n=9) What do you notice? 33% 22% 44% 33% 22% 33%
  • 19. 44% 44% 12% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Male%given%Haemophilia% 88% 12% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Haemophilia*given*Male* Male given Hemophiliac (n=9) Haemophiliac given Male (n=9) Condition Gender Joint 1 in 5000 males is haemophiliac 0.01% * 95% = 0.01% * 5% = 99.99% * 50% = 99.99% * 50% = 95% of all hemophilia cases are male The Math of Probability Prior Likelihood
  • 20. 1 in 5000 males is haemophiliac 95% of all hemophilia cases are male Joint 0.01% * 95% = 0.01% * 5% = 99.99% * 50% = 99.99% * 50% = 0.0095% 0.0005% 49.995% 49.995% The Math of Probability Condition Gender Prior Likelihood
  • 21. Joint 0.01% * 95% = 0.01% * 5% = 0.0095% 0.0005% The Math of Probability ? ? ? ? Condition Gender 99.99% * 50% = 99.99% * 50% = 49.995% 49.995% Prior Likelihood Pre-Posterior Posterior
  • 22. Joint 0.01% * 95% = 0.01% * 5% = 0.0095% 0.0005% The Math of Probability Condition Gender 99.99% * 50% = 99.99% * 50% = 49.995% 49.995% Prior Likelihood Pre-Posterior Posterior 0.0095% ? ? 49.995%
  • 23. Joint 0.01% * 95% = 0.01% * 5% = 0.0095% 0.0005% 49.995% 0.0005% The Math of Probability Condition Gender 99.99% * 50% = 99.99% * 50% = 49.995% 49.995% Prior Likelihood Pre-Posterior Posterior 0.0095% 49.995%
  • 24. Joint 0.01% * 95% = 0.01% * 5% = 0.0095% 0.0005% 50% = 50% * ? 49.995% 50% 0.0005% The Math of Probability Condition Gender 99.99% * 50% = 99.99% * 50% = 49.995% 49.995% Prior Likelihood Pre-Posterior Posterior 0.0095% 49.995% = 50% * ? = 50% * ? = 50% * ?
  • 25. Joint 0.01% * 95% = 0.01% * 5% = 0.0095% 0.0005% 49.995% 0.019% 50% 0.0005% The Math of Probability Condition Gender 99.99% * 50% = 99.99% * 50% = 49.995% 49.995% Prior Likelihood Pre-Posterior Posterior 0.0095% 49.995% 50% 99.998% 0.001% 99.999%
  • 26. Joint 0.0095% 0.0005% 49.995% 0.019% 50% 0.0005% The Math of Probability Condition Gender 49.995% 49.995% Prior Likelihood Pre-Posterior Posterior 0.0095% 49.995% 50% 99.998% 0.001% 99.999%
  • 27. 49.995% 0.019% 50% 0.0005% The Math of Probability Pre-Posterior Posterior 0.0095% 49.995% 50% 99.998% 0.001% 99.999% In this case, your intuition matched the math!
  • 28. 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 12% 49.995% 44% 44% 12% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 0.019% 50% 0.0005% 88% The Math of Probability Pre-Posterior Posterior 0.0095% 49.995% 50% 99.998% 0.001% 99.999% 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Male%given%Haemophilia% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 0%# Haemophilia*given*Male* Male given Hemophiliac (n=9) Haemophiliac given Male (n=9) In this case, your intuition matched the math!
  • 29. 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 12% 49.995% 44% 44% 12% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 0.019% 50% 0.0005% 88% The Math of Probability Pre-Posterior Posterior 0.0095% 49.995% 50% 99.998% 0.001% 99.999% 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Male%given%Haemophilia% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 0%# Haemophilia*given*Male* Male given Hemophiliac (n=9) Haemophiliac given Male (n=9) In this case, your intuition matched the math!
  • 30. Now let’s work this example Instructions: Smoker,(given(lung(cancer( 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Smoker given Lung Cancer (n=9) 1. Fill in the prior and likelihood 2. Calculate joint probability 3. Flipped tree 4. Place joints correctly 5. Calculate pre-posterior probability (add up joints) 6. Calculate posterior probability (divide joint by pre-posterior) 7. Report probability of lung cancer given smoker Put the probability you thought of over here
  • 31. Now let’s work this example Smoker,(given(lung(cancer( 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Smoker given Lung Cancer (n=9) Lung%cancer,%given%smoker% 33% 22% 33% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Lung Cancer given Smoker (n=9) CDC: 19.3% of all Americans are smokers (2010) Na<onal Cancer Ins<tute: 226,000 Americans in 2012 will be diagnosed with lung cancer US Census Bureau: 313 million people in the US as of Apr 21,2012 % with lung cancer: 0.07% Lung Cancer Prognosis: 8.9% of around 25,000 lung cancer pa<ents were never smokers; therefore 91.1% of lung cancer pa<ents were smokers
  • 32. So what’s the big deal about all this? Bayesian mathematics is how our brain is actually wired. It is the math of common sense. Core of machine learning Spam filters
  • 33. Turns out this is how we normally learn Alison Gopnik, TED Talk, “What Do Babies Think?”
  • 34. Turns out this is how we normally learn Alison Gopnik, TED Talk, “What Do Babies Think?”
  • 35. Reflections? Suggested further reading: “The Theory That Would Not Die”
  • 36. Ayurvedic probabilistic fun From Vedika’s Research Labs Arthritis Diagnostic Engine Osteo Rheumatoid Gout
  • 37. Swelling Symptoms Pain Digestive Problems Tight, Inflamed Inflammation & General Swelling Cracking of joints Loss of appetite Skin issues Fixed Sharp Shooting Swelling( Symptoms( Present Absent Pain( Arthri4s( Diges4ve( Problems( Star4ng( Loca4on( Effect(of( Oiling( Tongue Coating No Tongue Coating Tongue( Coa4ng( Redness … Relevance Diagrams (this is an exact computational tree)
  • 38. Trace one pathway of logic Osteo Arthritis Rheumatoic Arth Gout Cracking of joints Fixed Pain Digestive Problems Present pOsteo p1 p2 p3 Joint = pOsteo * p1 * p2 * p3 = pJoint Cracking of joints Flip it! pOsteo* Fixed Pain Digestive Problems Present p1 p2 p3 = pJoint Osteo Arthritis Rheumatoic Arth Gout pOsteo* = pJoint p1 * p2 * p3
  • 39. Let’s try it Need a volunteer Vaidya Rest of you please follow along and answer the questions as well
  • 40. Getting into continuous land PDF and CDF No new idea, really!
  • 41. The thing about binomials Toss n independent coins p : probability of 1 heads p(k,n) : probability of getting k heads in n tosses p(k,n) = C(n,k) * p^k * (1-p)^(n-k)
  • 43. Historical (n=30) Vaidya Scientists (n = 9) 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 100%# 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Haemophilia*given*Male* 0%# Male%given%Haemophilia% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Haemophilia*given*Male* 0%# Male%given%Haemophilia% Male given Hemophilia Haemophilia given Male
  • 44. Historical (n=30) Vaidya Scientists (n = 9) 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 100%# 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Haemophilia*given*Male* 0%# Male%given%Haemophilia% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Haemophilia*given*Male* 0%# Male%given%Haemophilia% 63% 100% Male given Hemophilia Haemophilia given Male
  • 45. Historical (n=30) Vaidya Scientists (n = 9) 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 100%# 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Haemophilia*given*Male* 0%# Male%given%Haemophilia% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Haemophilia*given*Male* 0%# Male%given%Haemophilia% 63% 100% 66% 89% Male given Hemophilia Haemophilia given Male
  • 46. Historical (n=30) Vaidya Scientists (n = 9) 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 100%# 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Haemophilia*given*Male* 0%# Male%given%Haemophilia% 0%# 10%# 20%# 30%# 40%# 50%# 60%# 70%# 80%# 90%# 100%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 100%# >80%#but#<100%# >60%#but#<=80%# >40%#but#<=60%# >20%#but#<=40%# >0%#but#<=20%# 0%# Haemophilia*given*Male* 0%# Male%given%Haemophilia% 63% 100% 66% 89% Male given Hemophilia Haemophilia given Male