01 November 2018

Data Science: Probabilistic Models (Just the Quotes)

"A deterministic system is one in which the parts interact in a perfectly predictable way. There is never any room for doubt: given a last state of the system and the programme of information by defining its dynamic network, it is always possible to predict, without any risk of error, its succeeding state. A probabilistic system, on the other hand, is one about which no precisely detailed prediction can be given. The system may be studied intently, and it may become more and more possible to say what it is likely to do in any given circumstances. But the system simply is not predetermined, and a prediction affecting it can never escape from the logical limitations of the probabilities in which terms alone its behaviour can be described." (Stafford Beer, "Cybernetics and Management", 1959)

"[...] there can be such a thing as a simple probabilistic system. For example, consider the tossing of a penny. Here is a perfectly simple system, but one which is notoriously unpredictable. It maybe described in terms of a binary decision process, with a built-in even probability between the two possible outcomes." (Stafford Beer, "Cybernetics and Management", 1959)

"When loops are present, the network is no longer singly connected and local propagation schemes will invariably run into trouble. [...] If we ignore the existence of loops and permit the nodes to continue communicating with each other as if the network were singly connected, messages may circulate indefinitely around the loops and process may not converges to a stable equilibrium. […] Such oscillations do not normally occur in probabilistic networks […] which tend to bring all messages to some stable equilibrium as time goes on. However, this asymptotic equilibrium is not coherent, in the sense that it does not represent the posterior probabilities of all nodes of the network." (Judea Pearl, "Probabilistic Reasoning in Intelligent Systems: Networks of Plausible Inference", 1988)

"We will use the convenient expression 'chosen at random' to mean that the probabilities of the events in the sample space are all the same unless some modifying words are near to the words 'at random'. Usually we will compute the probability of the outcome based on the uniform probability model since that is very common in modeling simple situations. However, a uniform distribution does not imply that it comes from a random source; […]" (Richard W Hamming, "The Art of Probability for Scientists and Engineers", 1991)

"Exploratory data analysis (EDA) is a collection of techniques that reveal (or search for) structure in a data set before calculating any probabilistic model. Its purpose is to obtain information about the data distribution (univariate or multivariate), about the presence of outliers and clusters, to disclose relationships and correlations between objects and/or variables." (Ildiko E  Frank & Roberto Todeschini, "The Data Analysis Handbook", 1994)

"To understand what kinds of problems are solvable by the Monte Carlo method, it is important to note that the method enables simulation of any process whose development is influenced by random factors. Second, for many mathematical problems involving no chance, the method enables us to artificially construct a probabilistic model (or several such models), making possible the solution of the problems." (Ilya M Sobol, "A Primer for the Monte Carlo Method", 1994)

"The role of graphs in probabilistic and statistical modeling is threefold: (1) to provide convenient means of expressing substantive assumptions; (2) to facilitate economical representation of joint probability functions; and (3) to facilitate efficient inferences from observations." (Judea Pearl, "Causality: Models, Reasoning, and Inference", 2000)

"The nice thing with Monte Carlo is that you play a game of let’s pretend, like this: first of all there are ten scenarios with different probabilities, so let’s first pick a probability. The dice in this case is a random number generator in the computer. You roll the dice and pick a scenario to work with. Then you roll the dice for a certain speed, and you roll the dice again to see what direction it took. The last thing is that it collided with the bottom at an unknown time so you roll dice for the unknown time. So now you have speed, direction, starting point, time. Given them all, I know precisely where it [could have] hit the bottom. You have the computer put a point there. Rolling dice, I come up with different factors for each scenario. If I had enough patience, I could do it with pencil and paper. We calculated ten thousand points. So you have ten thousand points on the bottom of the ocean that represent equally likely positions of the sub. Then you draw a grid, count the points in each cell of the grid, saying that 10% of the points fall in this cell, 1% in that cell, and those percentages are what you use for probabilities for the prior for the individual distributions." (Henry R Richardson) [in (Sharon B McGrayne, "The Theory That Would Not Die", 2011)]

"A major advantage of probabilistic models is that they can be easily applied to virtually any data type (or mixed data type), as long as an appropriate generative model is available for each mixture component. [...] A downside of probabilistic models is that they try to fit the data to a particular kind of distribution, which may often not be appropriate for the underlying data. Furthermore, as the number of model parameters increases, over-fitting becomes more common. In such cases, the outliers may fit the underlying model of normal data. Many parametric models are also harder to interpret in terms of intensional knowledge, especially when the parameters of the model cannot be intuitively presented to an analyst in terms of underlying attributes. This can defeat one of the important purposes of anomaly detection, which is to provide diagnostic understanding of the abnormal data generative process." (Charu C Aggarwal, "Outlier Analysis", 2013)

"The process of using a probabilistic model to answer a query, given evidence." (Avi Pfeffer, "Practical Probabilistic Programming", 2016)

"Monte Carlo simulations handle uncertainty by using a computer’s random number generator to determine outcomes. Done over and over again, the simulations show the distribution of the possible outcomes. [...] The beauty of these Monte Carlo simulations is that they allow users to see the probabilistic consequences of their decisions, so that they can make informed choices. [...] Monte Carlo simulations are one of the most valuable applications of data science because they can be used to analyze virtually any uncertain situation where we are able to specify the nature of the uncertainty [...]" (Gary Smith & Jay Cordes, "The 9 Pitfalls of Data Science", 2019)

"A simple probabilistic model would not be sufficient to generate the fantastic diversity we see." Wolfgang Pauli

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