Thursday, July 31, 2014

Frequentist vs. Bayesian Statistics

Two approaches to problems in the world of statistics and machine learning are that of frequentist and Bayesian statistics. This comic from XKCD illustrates a difference between the two viewpoints.


We have a neutrino detector that measures whether the sun has gone nova. The detector is not perfect; 1/36 times, the detector incorrectly indicates whether or not the sun has gone nova. [The probability of rolling two fair die as both 6 is 1/6 * 1/6 = 1/36.]

Next, we push the button on the detector to try it, and it indicates that the sun has gone nova. Has the sun indeed exploded? [The sun is shining on the other side of the earth, and there is a time lag for the light from the sun to reach us.]

The frequentist might make the following point. The probability that the detector would lie to us is 1/36. That's pretty small...

The Bayesian statistician cannot argue with this point. However, and this is the distinction between the two mindsets, the Bayesian statistician would take his or her prior knowledge into account that the probability of the sun exploding today is very small, so most likely the detector is lying, in spite of the fact that the detector is unlikely to lie.

Let's put this into some formal mathematics. Define two events:
E: the sun has exploded
D: the neutrino detector has detected an explosion.

We know that the probability that the detector has detected an explosion given that there was not actually an explosion is P(D | ~E) = 1/36. The quantity that we're interested in for making this bet is the probability that there was actually an explosion given the data that the detector has detected an explosion, P(E | D). A fancy name for this probability is the posterior probability.

To get the posterior P(E | D), we need to use Bayes' theorem:

P(E | D) = P(D | E) P(E) / P(D).

The term P(D | E) is called the likelihood; this is the probability of observing the data given the event. Frequentists focus on the likelihood when determining whether or not an event has occurred. In this case,
P(D | E) = 1 - P(~D | E) = 1 - 1/36 = 35/36.
The likelihood is quite high, so the frequentist might conclude that the sun indeed exploded.

However, of course, Bayes' theorem tells us that there is another contribution to the story: the term P(E), which is called the prior. This is simply the probability that the sun has exploded. We know that this is indeed very small, and the Bayesian statistician would inject this "prior knowledge" into the problem, hence taking the prior probability P(E) into account in determining P(E | D).

The probability of the detector detecting an explosion P(D) is somewhat redundant since we can write it in terms of other quantities:
P(D) = P(D | E) P(E) + [1 - P(D | E)] [1 - P(E)].
     ... = 34/36 P(E) + 1/36.
Note that this term goes to 1/36 as P(E) gets small and is 35/36 if P(E) = 1 (i.e. if the sun exploded with certainty) .

Thus, we should write the probability that the sun actually exploded, given our evidence that the neutrino detector went off,
P(E | D) = 35/36 P(E) / ( 34/36 P(E) + 1/36).
At small prior probabilities, this looks like
P(E | D) ~ 35 P(E).
The Bayesian statistician knows that the astronomically small prior P(E) overwhelms the high likelihood P(D | E).

In this problem, we clearly have a reason to inject our belief/prior knowledge that P(E) is very small, so it is very easy to agree with the Bayesian statistician. However, in many cases, it is difficult or unjustified to assume prior knowledge P(E).

This bet is quite moot anyway. Consider the "loss function": if the Bayesian statistician is correct, you lose $50. If the Bayesian statistician is incorrect, the world will end and you probably won't have a chance to spend the $50.

Sunday, July 20, 2014

Solution to the card-deck challenge

Hello again for part 2 of my guest appearance.

You guys are fantastic! Cory and I were very impressed by your suggestions and creativity at solving the card-deck challenge:

Five random cards are drawn from a deck of 52 cards (four suits and 13 cards per suit). You see all five cards and can decide which four of those cards you want to reveal to your partner, and in which order. Is there an ordering scheme that you and your partner can agree on beforehand that allows your partner to determine the fifth (hidden) card from the choice and order of the four cards that you reveal?

The three correct solutions that we received were from Douglas, James, and Vince. Congratulations to all three of you!

If you want to solve it yourself, this is your last chance. I will reveal the solution below this cute lolcat:



Okay, here we go. Surprisingly, such a scheme can be found, and it's actually easy enough to memorize so that you can perform this at your next dinner party. Below I explain one possible scheme, and there are certainly many other conventions that would work just as well.

As a reminder, all we have to choose is which card we hide and want our partner to guess, let's call this card the target, and in what order we want to reveal the other four cards.


We need to signal the suit and the value of the target card. The former is easy: Since we are given five cards of a deck of four suits, we can employ one of my favourite "you don't say" math theorems, the Pigeonhole principle, to realize that there will always be a pair of cards with the same suit. Hence:


Rule 1: The first card that you reveal is the same suit as the target (the card that will be hidden).

So far so good, by revealing one card we reduce the number of possible targets from 48 (52 - 4 revealed cards) to 12 (13 - 1 revealed card of the same suit).

To signal the rank is harder, because in the worst case we don't have any influence about which three cards Rule 1 leaves us with. So we have to assume these three cards are entirely random. All right, how many ways do we have to order three random cards? That's 6, because there are three choices for which card to show first, each of those gives us two choices of which card to show second, and the last card is determined by that: 3*2 = 6. This means that we can signal any number 1, 2, 3, 4, 5, or 6. A simple scheme of how to signal which number exactly is below, all we need to know at this point is that six different patterns is all the three middle cards can give us.


Rule 2: Use the three middle cards to signal the distance in rank between the first card and the target.

That's almost the entire trick, but there is one more idea required to reduce the number of possible targets from 12 to 6. To begin with, we realize that Rule 1 just says that one of the two cards of the same suit needs to be revealed first, but it does not state which one. For example, we could agree to always show the lower of the two cards, and then using the three middle cards to signal how many ranks higher the target is. This works well in half of the cases: Whenever the higher card is at most six ranks higher than the lower card. For example, given these five cards

Following Rule 1, we have to choose one of the clubs as the target. Choosing ♣K as target we can use the non-clubs to signal that the target is five ranks above the ♣8, which is possible by Rule 2.

we would choose the target to be ♣K, the first card to be ♣8, and the three remaining cards to signal a five, since the King is five ranks higher than the Eight.

And what do we do when the two cards of the same suit are more than six apart? The beautiful answer is: They are not! At least not modulo 13:

No two cards can be more than six ranks apart (modulo 13).

It turns out that the distance between any two of the 13 cards of the same suit is at most 6 (=floor(13/2)), if you continue counting from the beginning once you hit the Ace. For example, the distance between Q and 3 is four, the distance between J and 4 is six.


Rule 3: Choose which of the two possible first cards to show (Rule 1) such that the targets' rank is at most 6 (modulo 13) ranks above the first card.

And that's all there is to it. We are now able to choose four cards in such a way that our partner will be able to calculate the remaining fifth card. For example:

Given ♣2, ♣A, ♠Q, ♡3, ♡Q, we can either play for clubs and show ♣A first and signal one, or play for hearts, show ♡Q first and signal four.

We can choose if we want to let ♣2 or ♡3 be the target.

As a final step, here is a scheme of how use the three middle cards to signal the number 1, 2, 3, 4, 5 or 6: Start with choosing an order for all 52 cards. For example: The higher the rank, the higher the card, and if the rank is the same, then use the suit order ♣ > ♠ > ♡ > ♢. Once we agree on the order of the three cards, low, mid, high, it is easy to translate that into the numbers from 1 to 6:

low, mid, high -> 1
low, high, mid -> 2
mid, low, high -> 3
mid, high, low -> 4
high, low, mid -> 5
high, mid, low -> 6


Concluding examples

1) Given these five cards, ♣8, ♣K, ♠Q, ♡6, ♢Q, which cards should we reveal and in which order?

According to Rule 1, the first and target card will be a club. The ♣K is 5 ranks higher than the ♣8, while the ♣8 is 8 ranks higher than the ♣K. Hence, according to Rule 3, we first reveal ♣8 and let ♣K be the target. With the remaining cards ♠Q, ♡6, ♢Q we have to signal 5, and hence reveal the highest card second, ♠Q, then the lowest, ♡6, and as fourth card the middle, ♢Q.

2) Given the cards in the initial screenshot, the target card must be ♢A, because that's the spade which is one (the three middle cards are sorted in low, mid, high) above the ♢K.


The hidden target card is ♢A, because that's the spade one rank higher than the first card ♢K.

Addendum:

A similar, yet distinct, solution is the following: Ignoring Rule 1 and the suits gives us 4*3*2 = 24 ways to reveal four well-ordered cards. We reveal 4 of the 52 cards, leaving us with 48 possible targets. Since two cards can be at most 48/2 = 24 ranks apart (use a larger version of the circle and calculate modulo 48) we can agree that the target card is 1, 2, ..., or 24 ranks higher than the highest revealed card.



Monday, July 7, 2014

A card-deck challenge

Hello Mathemathinking readers,

today's post is a bit special in two ways: First, I'm not Cory. My name is Bernhard, and I was Cory's Math office mate at UBC in Vancouver.

Janelle, Cory and me at a hike last summer

Several times Cory and I chatted about writing a blog together, and I'm happy to finally contribute to his page. In fact, it will be a double header: I want to challenge you to a fun quiz, and will give a week's time to find a solution, before I reveal my answer. Email full solutions to me, or discuss the problem in the comments below (hints are welcome, but please don't post full solutions in the comments). Ready? Here we go:

You need a partner, and a standard 52-card deck with four suits and 13 cards per suit (no jokers). Five random cards are drawn from the deck. While you see none of the cards, your partner is allowed to view all five. Your partner then decides which four of those cards she wants to reveal to you and in which order. Is there an ordering scheme that you and your partner can agree on beforehand that allows you to determine the fifth (hidden) card from the choice and order of the four cards that your partner shows?

If you think that's always possible, explain your scheme.
Otherwise, explain why such a general algorithm can not exist.

Can you find a scheme that uniquely determines the fifth hidden card?
To clarify: Since your partner can choose which four cards to show, he also chooses the card you have to guess. Also, all the information you get is the rank and the suit of the four cards, and the order in which they are revealed. There is no additional information in the way the cards are revealed (eg your partner can not flip some of the cards to signal additional information).

Good luck, I look forward to your answers!