23 April 2018

Data Science: Independence (Just the Quotes)

"To apply the category of cause and effect means to find out which parts of nature stand in this relation. Similarly, to apply the gestalt category means to find out which parts of nature belong as parts to functional wholes, to discover their position in these wholes, their degree of relative independence, and the articulation of larger wholes into sub-wholes." (Kurt Koffka, 1931)

"If significance tests are required for still larger samples, graphical accuracy is insufficient, and arithmetical methods are advised. A word to the wise is in order here, however. Almost never does it make sense to use exact binomial significance tests on such data - for the inevitable small deviations from the mathematical model of independence and constant split have piled up to such an extent that the binomial variability is deeply buried and unnoticeable. Graphical treatment of such large samples may still be worthwhile because it brings the results more vividly to the eye." (Frederick Mosteller & John W Tukey, "The Uses and Usefulness of Binomial Probability Paper?", Journal of the American Statistical Association 44, 1949)

"A satisfactory prediction of the sequential properties of learning data from a single experiment is by no means a final test of a model. Numerous other criteria - and some more demanding - can be specified. For example, a model with specific numerical parameter values should be invariant to changes in independent variables that explicitly enter in the model." (Robert R Bush & Frederick Mosteller,"A Comparison of Eight Models?", Studies in Mathematical Learning Theory, 1959)

"[A] sequence is random if it has every property that is shared by all infinite sequences of independent samples of random variables from the uniform distribution." (Joel N Franklin, 1962)

"So we pour in data from the past to fuel the decision-making mechanisms created by our models, be they linear or nonlinear. But therein lies the logician's trap: past data from real life constitute a sequence of events rather than a set of independent observations, which is what the laws of probability demand. [...] It is in those outliers and imperfections that the wildness lurks." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

"In error analysis the so-called 'chi-squared' is a measure of the agreement between the uncorrelated internal and the external uncertainties of a measured functional relation. The simplest such relation would be time independence. Theory of the chi-squared requires that the uncertainties be normally distributed. Nevertheless, it was found that the test can be applied to most probability distributions encountered in practice." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"It is important that uncertainty components that are independent of each other are added quadratically. This is also true for correlated uncertainty components, provided they are independent of each other, i.e., as long as there is no correlation between the components." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"The fact that the same uncertainty (e.g., scale uncertainty) is uncorrelated if we are dealing with only one measurement, but correlated (i.e., systematic) if we look at more than one measurement using the same instrument shows that both types of uncertainties are of the same nature. Of course, an uncertainty keeps its characteristics (e.g., Poisson distributed), independent of the fact whether it occurs only once or more often." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"To fulfill the requirements of the theory underlying uncertainties, variables with random uncertainties must be independent of each other and identically distributed. In the limiting case of an infinite number of such variables, these are called normally distributed. However, one usually speaks of normally distributed variables even if their number is finite." (Manfred Drosg, "Dealing with Uncertainties: A Guide to Error Analysis", 2007)

"Bayesian networks provide a more flexible representation for encoding the conditional independence assumptions between the features in a domain. Ideally, the topology of a network should reflect the causal relationships between the entities in a domain. Properly constructed Bayesian networks are relatively powerful models that can capture the interactions between descriptive features in determining a prediction." (John D Kelleher et al, "Fundamentals of Machine Learning for Predictive Data Analytics: Algorithms, worked examples, and case studies", 2015) 

"Bayesian networks use a graph-based representation to encode the structural relationships - such as direct influence and conditional independence - between subsets of features in a domain. Consequently, a Bayesian network representation is generally more compact than a full joint distribution (because it can encode conditional independence relationships), yet it is not forced to assert a global conditional independence between all descriptive features. As such, Bayesian network models are an intermediary between full joint distributions and naive Bayes models and offer a useful compromise between model compactness and predictive accuracy." (John D Kelleher et al, "Fundamentals of Machine Learning for Predictive Data Analytics: Algorithms, worked examples, and case studies", 2015)

"The main differences between Bayesian networks and causal diagrams lie in how they are constructed and the uses to which they are put. A Bayesian network is literally nothing more than a compact representation of a huge probability table. The arrows mean only that the probabilities of child nodes are related to the values of parent nodes by a certain formula (the conditional probability tables) and that this relation is sufficient. That is, knowing additional ancestors of the child will not change the formula. Likewise, a missing arrow between any two nodes means that they are independent, once we know the values of their parents. [...] If, however, the same diagram has been constructed as a causal diagram, then both the thinking that goes into the construction and the interpretation of the final diagram change." (Judea Pearl & Dana Mackenzie, "The Book of Why: The new science of cause and effect", 2018)

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