CPSC 340 Lecture 5: Introduction to Bayes
Description
References
What do babies think?
CPSC 340 Lecture 6: Bayes rule and Bayesian networks
Description
Probabilities

Marginal: Probability of one event at a time regardless of what happens to other events.

Conditional: Probability of one event given another event (rows sum to 1).

Joint: Probability of both events occurring (all the values sum to 1).

Expected Utility

Expected Utility (EU) =

Sum Over All Possible Events {Utility of the Event * Probability of the Event}

EU is called "Best Response" in Game Theory and if the participants use it, they reach "Nash Equilibrium"

Directed Acyclic Graph (DAG)
Earthquake
Burglary
Alarm
Radio
Directed Acyclic Graph (DAG)
  • Nodes are random variables
  • Edges are direct influence 
  • Acyclic means no cycles (closed group)
  • Directed means arrows showing what influences what
  • Statastical dependence does not imply causation (correlation is not causation)
  • To prove causation, need to explore further
  • DAG tells that the joint probability of all the variables is a product of conditional probabilities of individual variables given their parents
Call
Joint Distribution in DAG

P(B,E,A,R,C)

= P(B) P(E|B) P(A|B,E) P(R|A,B,E) P(C|R,A,B,E)

= P(B) P(E) P(A|B,E) P(R|E) P(C|A)

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