Philosophy of Statistics

This article concerns the psychology of the paradoxical Two Envelope Problem. The goal is to find instructive variants of the envelope switching problem that are capable of clear-cut resolution, while still retaining paradoxical features. By relocating the original problem into different contexts involving commutes and playing cards the reader is presented with a succession of resolved paradoxes that reduce the confusion arising from the parent paradox. The goal is to reduce confusion by understanding how we sometimes misread mathematical statements; or, (...) to completely avoid confusion, either by reforming language, or adopting an unambiguous notation for switching problems. This article also suggests that an illusion close in character to the figure/ground illusion hampers our understanding of switching problems in general and helps account for the intense confusion that switching problems sometimes generate. (shrink)

A prominent pillar of Bayesian philosophy is that, relative to just a few constraints, priors “wash out” in the limit. Bayesians often appeal to such asymptotic results as a defense against charges of excessive subjectivity. But, as Seidenfeld and coauthors observe, what happens in the short run is often of greater interest than what happens in the limit. They use this point as one motivation for investigating the counterintuitive short run phenomenon of dilation since, it is alleged, “dilation contrasts with (...) the asymptotic merging of posterior probabilities reported by Savage (1954) and by Blackwell and Dubins (1962)” (Herron et al., 1994). A partition dilates an event if, relative to every cell of the partition, uncertainty concerning that event increases. The measure of uncertainty relevant for dilation, however, is not the same measure that is relevant in the context of results concerning whether priors wash out or “opinions merge.” Here, we explicitly investigate the short run behavior of the metric relevant to merging of opinions. As with dilation, it is possible for uncertainty (as gauged by this metric) to increase relative to every cell of a partition. We call this phenomenon distention. It turns out that dilation and distention are orthogonal phenomena. (shrink)

The replication crisis has prompted many to call for statistical reform within the psychological sciences. Here we examine issues within Frequentist statistics that may have led to the replication crisis, and we examine the alternative—Bayesian statistics—that many have suggested as a replacement. The Frequentist approach and the Bayesian approach offer radically different perspectives on evidence and inference with the Frequentist approach prioritising error control and the Bayesian approach offering a formal method for quantifying the relative strength of evidence for hypotheses. (...) We suggest that rather than mere statistical reform, what is needed is a better understanding of the different modes of statistical inference and a better understanding of how statistical inference relates to scientific inference. (shrink)

In order to perform certain actions – such as incarcerating a person or revoking parental rights – the state must establish certain facts to a particular standard of proof. These standards – such as preponderance of evidence and beyond reasonable doubt – are often interpreted as likelihoods or epistemic confidences. Many theorists construe them numerically; beyond reasonable doubt, for example, is often construed as 90 to 95% confidence in the guilt of the defendant. -/- A family of influential cases suggests (...) standards of proof should not be interpreted numerically. These ‘proof paradoxes’ illustrate that purely statistical evidence can warrant high credence in a disputed fact without satisfying the relevant legal standard. In this essay I evaluate three influential attempts to explain why merely statistical evidence cannot satisfy legal standards. (shrink)

The social sciences face a problem of sample non-representation, where the majority of samples consist of undergraduate students from Euro-American institutions. The problem has been identified for decades with little trend of improvement. In this paper, I trace the history of sampling theory. The dominant framework, called the design-based approach, takes random sampling as the gold standard. The idea is that a sampling procedure that is maximally uninformative prevents samplers from introducing arbitrary bias, thus preserving sample representation. I show how (...) this framework, while good in theory, faces many challenges in application. Instead, I advocate for an alternative framework, called the model-based approach to sampling, where representative samples are those balanced in composition, however they were drawn. I argue that the model-based framework is more appropriate in the social sciences because it allows for systematic assessment of imperfect samples and methodical improvement in resource-limited scientific contexts. I end with practical proposals of improving sample quality in the social sciences. (shrink)

Fisher criticised the Neyman-Pearson approach to hypothesis testing by arguing that it relies on the assumption of “repeated sampling from the same population.” The present article considers the responses to this criticism provided by Pearson and Neyman. Pearson interpreted alpha levels in relation to imaginary replications of the original test. This interpretation is appropriate when test users are sure that their replications will be equivalent to one another. However, by definition, scientific researchers do not possess sufficient knowledge about the relevant (...) and irrelevant aspects of their tests and populations to be sure that their replications will be equivalent to one another. Pearson also interpreted the alpha level as a personal rule that guides researchers’ behavior during hypothesis testing. However, this interpretation fails to acknowledge that the same researcher may use different alpha levels in different testing situations. Addressing this problem, Neyman proposed that the average alpha level adopted by a particular researcher can be viewed as an indicator of that researcher’s typical Type I error rate. Researchers’ average alpha levels may be informative from a metascientific perspective. However, they are not useful from a scientific perspective. Scientists are more concerned with the error rates of specific tests of specific hypotheses, rather than the error rates of their colleagues. It is concluded that neither Neyman nor Pearson adequately rebutted Fisher’s “repeated sampling” criticism. Fisher’s significance testing approach is briefly considered as an alternative to the Neyman-Pearson approach. (shrink)

Why are conditional degrees of belief in an observation E, given a statistical hypothesis H, aligned with the objective probabilities expressed by H? After showing that standard replies are not satisfactory, I develop a suppositional analysis of conditional degree of belief, transferring Ramsey’s classical proposal to statistical inference. The analysis saves the alignment, explains the role of chance-credence coordination, and rebuts the charge of arbitrary assessment of evidence in Bayesian inference. Finally, I explore the implications of this analysis for Bayesian (...) reasoning with idealized models in science. (shrink)

Bài mới xuất bản vào ngày 19-5-2020 với tác giả liên lạc là NCS Nguyễn Minh Hoàng, cán bộ nghiên cứu của Trung tâm ISR, trình bày tiếp cận thống kê Bayesian cho việc nghiên cứu dữ liệu khoa học xã hội. Đây là kết quả của định hướng Nhóm nghiên cứu SDAG được nêu rõ ngay từ ngày 18-5-2019.

It is sometimes claimed that the Bayesian framework automatically implements Ockham’s razor—that conditionalizing on data consistent with both a simple theory and a complex theory more or less inevitably favours the simpler theory. It is shown here that the automatic razor doesn’t in fact cut it for certain mundane curve-fitting problems.

Cancer research is experiencing ‘paradigm instability’, since there are two rival theories of carcinogenesis which confront themselves, namely the somatic mutation theory and the tissue organization field theory. Despite this theoretical uncertainty, a huge quantity of data is available thanks to the improvement of genome sequencing techniques. Some authors think that the development of new statistical tools will be able to overcome the lack of a shared theoretical perspective on cancer by amalgamating as many data as possible. We think instead (...) that a deeper understanding of cancer can be achieved by means of more theoretical work, rather than by merely accumulating more data. To support our thesis, we introduce the analytic view of theory development, which rests on the concept of plausibility, and make clear in what sense plausibility and probability are distinct concepts. Then, the concept of plausibility is used to point out the ineliminable role played by the epistemic subject in the development of statistical tools and in the process of theory assessment. We then move to address a central issue in cancer research, namely the relevance of computational tools developed by bioinformaticists to detect driver mutations in the debate between the two main rival theories of carcinogenesis. Finally, we briefly extend our considerations on the role that plausibility plays in evidence amalgamation from cancer research to the more general issue of the divergences between frequentists and Bayesians in the philosophy of medicine and statistics. We argue that taking into account plausibility-based considerations can lead to clarify some epistemological shortcomings that afflict both these perspectives. (shrink)

Simple regression (regression analysis with a single explanatory variable), and multiple regression (regression models with multiple explanatory variables), typically correspond to very different biological questions. The former use regression lines to describe univariate associations. The latter describe the partial, or direct, effects of multiple variables, conditioned on one another. We suspect that the superficial similarity of simple and multiple regression leads to confusion in their interpretation. A clear understanding of these methods is essential, as they underlie a large range of (...) procedures in common use in biology. Beyond simple and multiple regression in their most basic forms, understanding the key principles of these procedures is critical to understanding, and properly applying, many methods, such as mixed models, generalised models, and causal inference using graphs (including path analysis and its extensions). A simple, but careful, look at the distinction between these two analyses is valuable in its own right, and can also be used to clarify widely-held misconceptions about collinearity (correlations among explanatory variables). There is no general sense in which collinearity is a problem. We suspect that the perception of collinearity as a hindrance to analysis stems from misconceptions about interpretation of multiple regression models, and so we pursue discussions about these misconceptions in this light. In particular, collinearity causes multiple regression coefficients to be less precisely estimated than corresponding simple regression coefficients. This should not be interpreted as a problem, as it is perfectly natural that direct effects should be harder to characterise than univariate associations. Purported solutions to the perceived problems of collinearity are detrimental to most biological analyses. (shrink)

Many philosophers argue that Keynes’s concept of the “weight of arguments” is an important aspect of argument appraisal. The weight of an argument is the quantity of relevant evidence cited in the premises. However, this dimension of argumentation does not have a received method for formalisation. Kyburg has suggested a measure of weight that uses the degree of imprecision in his system of “Evidential Probability” to quantify weight. I develop and defend this approach to measuring weight. I illustrate the usefulness (...) of this measure by employing it to develop an answer to Popper’s Paradox of Ideal Evidence. (shrink)

Dân Trí (25/10/2017) — Lần đầu tiên, có một nhà khoa học người Việt, thực hiện công trình nghiên cứu hoàn toàn 100% tại Việt Nam, đứng tên một mình được công bố tại tạp chí Scientific Data, một tạp chí hàng đầu về khoa học dữ liệu thuộc danh mục xuất bản của Nature Research danh tiếng.

My dissertation explores the ways in which Rudolf Carnap sought to make philosophy scientific by further developing recent interpretive efforts to explain Carnap’s mature philosophical work as a form of engineering. It does this by looking in detail at his philosophical practice in his most sustained mature project, his work on pure and applied inductive logic. I, first, specify the sort of engineering Carnap is engaged in as involving an engineering design problem and then draw out the complications of design (...) problems from current work in history of engineering and technology studies. I then model Carnap’s practice based on those lessons and uncover ways in which Carnap’s technical work in inductive logic takes some of these lessons on board. This shows ways in which Carnap’s philosophical project subtly changes right through his late work on induction, providing an important corrective to interpretations that ignore the work on inductive logic. Specifically, I show that paying attention to the historical details of Carnap’s attempt to apply his work in inductive logic to decision theory and theoretical statistics in the 1950s and 1960s helps us understand how Carnap develops and rearticulates the philosophical point of the practical/theoretical distinction in his late work, offering thus a new interpretation of Carnap’s technical work within the broader context of philosophy of science and analytical philosophy in general. (shrink)

“Dutch Book” arguments and references to gambling theorems are typical in the debate between Bayesians and scientists committed to “classical” statistical methods. These arguments have rarely convinced non-Bayesian scientists to abandon certain conventional practices, partially because many scientists feel that gambling theorems have little relevance to their research activities. In other words, scientists “don’t bet.” This article examines one attempt, by Schervish, Seidenfeld, and Kadane, to progress beyond such apparent stalemates by connecting “Dutch Book”–type mathematical results with principles actually endorsed (...) by practicing experimentalists. (shrink)

In this note, we consider a Merton model for default risk, where the firm’s value is driven by a Brownian motion and a compound Poisson process.

Prouver et gouverner étudie le rôle des institutions, des conventions et des enjeux normatifs dans la construction d’indicateurs quantitatifs. Desrosières pense qu’on ne peut étudier le développement scientifique des statistiques sans prendre en compte le développement institutionnel – en particulier le rôle de l’État – dans la constitution de cette discipline.

In this paper I provide a frequentist philosophical-methodological solution for the stopping rule problem presented by Lindley & Phillips in 1976, which is settled in the ecological realm of testing koalas’ sex ratio. I deliver criteria for discerning a stopping rule, an evidence and a model that are epistemically more appropriate for testing the hypothesis of the case studied, by appealing to physical notion of probability and by analyzing the content of possible formulations of evidence, assumptions of models and meaning (...) of the ecological hypothesis. First, I show the difference in the evidence taken into account in different frequentist sampling procedures presented in the problem. Next, I discuss the inapplicability of the Carnapian principle of total evidence in deciding which formulation of evidence associated with a given sampling procedure and statistical model is epistemically more appropriate for testing the hypothesis in question. Then I propose a double-perspective (evidence and model) frequentist solution based on the choice of evidence which better corresponds to the investigated ecological hypothesis, as well as on the choice of a model that embraces less unrealistic ontological assumptions. Finally, I discuss two perspectives of the stopping rule dependence. (shrink)

Statistics play a critical role in biological and clinical research. To promote logically consistent representation and classification of statistical entities, we have developed the Ontology of Biological and Clinical Statistics (OBCS). OBCS extends the Ontology of Biomedical Investigations (OBI), an OBO Foundry ontology supported by some 20 communities. Currently, OBCS contains 686 terms, including 381 classes imported from OBI and 147 classes specific to OBCS. The goal of this paper is to present OBCS for community critique and to describe a (...) number of use cases designed to illustrate its potential applications. The OBCS project and source code are available at http://obcs.googlecode.com. (shrink)

In the face of continuing assumptions by many scientists and journal editors that p-values provide a gold standard for inference, counter warnings are published periodically. But the core problem is not with p-values, per se. A finding that “p-value is less than α” could merely signal that a critical value has been exceeded. The question is why, when estimating a parameter, we provide a range (a confidence interval), but when testing a hypothesis about a parameter (e.g. µ = x) we (...) proceed as if “=” entails exact equality of the parameter with x. That standard is hard to meet, and is not a standard expected for power calculations, where we are satisfied to reject a null hypothesis H0 if the result is merely “detectably” different from (exact) H0. This paper explores, with resampling (simulation) methods, the impacts on p-values, and alternatives, if the null hypothesis is defined as a thick or thin range of values. It also examines, empirically, the extent to which the p-value may or may not be a good predictor of the probability that H0 is true, given the distribution of the data. (shrink)

The book attempts to build a bridge across three cultures: mathematical statistics, quantum theory and chemometrical methods.

Standard statistical measures of strength of association, although pioneered by Pearson deliberately to be acausal, nowadays are routinely used to measure causal efficacy. But their acausal origins have left them ill suited to this latter purpose. I distinguish between two different conceptions of causal efficacy, and argue that: 1) Both conceptions can be useful 2) The statistical measures only attempt to capture the first of them 3) They are not fully successful even at this 4) An alternative definition more squarely (...) based on causal thinking not only captures the second conception, it can also capture the first one better too. (shrink)

About a British Academy collection of papers on Bayes' famous theorem.

I give a pedagogical derivation of the Cramer-Rao Bound, which gives a lower bound on the variance of estimators used in statistical point estimation, commonly used to give numerical estimates of the systematic uncertainties in a measurement.