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Bayes' rule
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Bayes' rule: Guide

Teaches: Bayes' rule

Bayes' rule or Bayes' theorem is the law of probability governing the strength
of evidence - the rule saying how much to revise our probabilities (change our
minds) when we learn a new fact or observe new evidence.

You may want to learn about Bayes' rule if you are:

  A professional who uses statistics, such as a scientist or doctor;
 A computer programmer working in machine learning;
 A human being.

As Philip Tetlock found when studying "superforecasters", people who were

especially good at predicting future events:

The superforecasters are a numerate bunch: many know about Bayes'

theorem and could deploy it if they felt it was worth the trouble. But they rarely
crunch the numbers so explicitly. What matters far more to the
superforecasters than Bayes' theorem is Bayes' core insight of gradually
getting closer to the truth by constantly updating in proportion to the weight of
the evidence.

— Philip Tetlock and Dan Gardner, Superforecasting

Learning Bayes' rule

This guide to Bayes' rule uses Arbital's technology to allow for multiple flavors
of introduction. They vary by technical level, speed, and topics covered. After
you pick your path, remember that you can still switch between pages, in
particular by using the "Say what?" and "Go faster" buttons.

help_outlineWhich case fits you best?

I want to have a basic theoretical and practical understanding of the Bayes'
rule.
I can easily read algebra and don't mind the explanation moving at a fast
pace. Just give me the basics, quick!
I want the basics, but I'm also interested in reading more about the theoretical
implications and the reasons why Bayes' rule is considered so important.
I'd like to read everything! I want to have a deep theoretical and practical
understanding of the Bayes' rule.
Your path will teach you the basic odds form of Bayes' rule at a reasonable
pace. It will contain 3 pages:

 Frequency diagrams: A first look at Bayes

 Waterfall diagrams and relative odds
 Introduction to Bayes' rule: Odds form

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20
Bayesian view of scientific virtues
Why is it that science relies on bold, precise, and falsifiable predictions? Because of Bayes' rule, of course.
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Relies on: Bayes' rule
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Shift towards the hypothesis of least surprise
When you see new evidence, ask: which hypothesis is *least surprised?*
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7
Bayes' rule: Probability form
The original formulation of Bayes' rule.
Relies on: Bayes' rule
3
Proof of Bayes' rule
Proofs of Bayes' rule, with graphics
Teaches: Bayes' rule
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5
Probability notation for Bayes' rule: Intro (Math 1)
How to read, and identify, the probabilities in Bayesian problems.
Teaches: Bayes' rule
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Bayes' rule: Log-odds form
A simple transformation of Bayes' rule reveals tools for measuring degree of belief, and strength of evidence.
Teaches: Bayes' rule
Relies on: Bayes' rule
7
Bayes' rule: Proportional form
The fastest way to say something both convincing and true about belief-updating.
Teaches: Bayes' rule
Relies on: Bayes' rule
2
Proof of Bayes' rule: Probability form
Teaches: Bayes' rule
Relies on: Bayes' rule
1
Odds: Technical explanation
Formal definitions, alternate representations, and uses of odds and odds ratios (like a 1 : 2 chance of drawing
a red ball vs. green ball from a barrel).
Teaches: Bayes' rule
8
Bayes' rule: Odds form
The simplest and most easily understandable form of Bayes' rule uses relative odds.
Relies on: Bayes' rule
0
Extraordinary claims require extraordinary evidence
The people who adamantly claim they were abducted by aliens do provide some evidence for aliens. They just
don't provide quantitatively enough evidence.
Relies on: Bayes' rule
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